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Stability and stabilization of stochastic systems with multiplicative noise

✍ Scribed by Huiying Sun; Meng Li; Weihai Zhang

Book ID
107665212
Publisher
Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers
Year
2011
Tongue
English
Weight
824 KB
Volume
9
Category
Article
ISSN
1598-6446

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πŸ“œ SIMILAR VOLUMES

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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.

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✍ 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 &