On almost sure sample stability of nonlinear Ito differential equations
β Scribed by F. Kozin; Zhi Yu Zhang
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 232 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0266-8920
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper the almost sure convergence of Gaussian m-Markovian sequences is studied.
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in
The concept of a Stochastic Lyapunov Functional may be used to derive sufficient conditions for the sample stability of an important class of models for multi-loop control systems. Snmmgry--In a large class of multi-loop control systems, many feedback loops are "closed" through a time-shared digita
Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under ap