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On the stochastic stability of linear systems containing colored multiplicative noise

✍ Scribed by Willsky, A.; Marcus, S.; Martin, D.

Book ID
118007591
Publisher
IEEE
Year
1975
Tongue
English
Weight
287 KB
Volume
20
Category
Article
ISSN
0018-9286

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πŸ“œ SIMILAR VOLUMES

Decomposition and stability of linear sy
Decomposition and stability of linear systems with multiplicative noise
✍ Kazuhiko Terashima; Hajime Akashi πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 942 KB

A new concept may be usedJbr the analysis of stochastic systems with multiplicative noise, by means of the decomposition q/the associated Lie algebra in simple subalgebra and a radical.

On Stability of Weak Schemes for Stochas
On Stability of Weak Schemes for Stochastic Differential Systems With One Multiplicative Noise
✍ Marwan I. Abukhaled πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons βš– 188 KB πŸ‘ 1 views

## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of second‐order weak schemes when applied to 2‐dimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEY‐VCH Verlag GmbH &