## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of secondโorder weak schemes when applied to 2โdimensional linear stochastic differential systems with one multiplicative noise. (ยฉ 2004 WILEYโVCH Verlag GmbH &
Slaving principle for stochastic differential equations with additive and multiplicative noise and for discrete noisy maps
โ Scribed by H. Haken; A. Wunderlin
- Book ID
- 112538424
- Publisher
- Springer
- Year
- 1982
- Tongue
- English
- Weight
- 592 KB
- Volume
- 47
- Category
- Article
- ISSN
- 1434-6036
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown
## Abstract This paper is concerned with the reliable control problem against actuator failures for a class of uncertain discreteโtime stochastic nonlinear timeโdelay systems. The failures of actuators are quantified by a variable varying in a given interval. The stochastic nonlinearities described