Reliability for linear differential equa
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Michael P. Windham
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Article
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1979
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Elsevier Science
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English
โ 334 KB
Suppose k = (A + W)X is a system of stochastic differential equations, where A is a matrix of constants and W is a matrix of white noises. We say the system is reliable if the variance-covariance matrix of the states asymptotically approaches zero. We give conditions in terms of measures of the coef