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Stability criteria for stochastic systems with colored multiplicative noise

✍ Scribed by J. L. Willems


Book ID
112491945
Publisher
Springer Vienna
Year
1975
Tongue
English
Weight
374 KB
Volume
23
Category
Article
ISSN
0001-5970

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## 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 &