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Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic Systems

✍ Scribed by Khas’minskii, R. Z.

Book ID
115448102
Publisher
Society for Industrial and Applied Mathematics
Year
1967
Tongue
English
Weight
458 KB
Volume
12
Category
Article
ISSN
0040-585X

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Many processes in automatic regulation, physics, mechanics, biology, economy, ecology, etc. can be modelled by hereditary systems (see, e.g., [1][2][3][4]). One of the main problems for the theory of such systems and their applications is connected with stability (see, e.g., [2][3][4]). Many stabili