Stability of Stochastic Dynamical Systems
Curtain, Ruth F.
Stability of Stochastic Dynamical Systems Proceedings of the International Symposium Organized by “The Control Theory Centre”, University of Warwick, July 10–14, 1972 Sponsored by the “International Union of Theoretical and Applied Mechanics” / [electronic resource] : by Ruth F. Curtain. - XII, 340 p. online resource. - Lecture Notes in Mathematics, 294 0075-8434 ; . - Lecture Notes in Mathematics, 294 .
Stochastic differentials of continuous local quasi-martingales -- An application of itô's formula to stochastic control systems -- Stability and angular behavior of solutions of stochastic differential equations -- Boundedness properties for stochastic systems -- System identification -- Parametrization and identification of linear multivariable systems -- Optimization of sensors' location in a distributed filtering problem -- Some banach-valued processes with applications -- Stochastic stability -- Stabilization of linear systems with multiplicative noise -- Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems -- Stability of model-reference systems with random inputs -- Regions of instability for a linear system with random parametric excitation -- Analytical study on n-th order linear system with stochastic coefficients -- Stability of the linear stochastic system -- The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems -- Stability of linear cylindrical shells subjected to stochastic excitations -- Average value criteria for stochastic stability -- Ultimate behaviour of a class of stochastic differential systems dependent on a parameter -- Stable periodic solutions of weakly nonlinear stochastic differential equations -- Stability of mechanical systems under stochastic parametric excitation -- Waves in a rotating stratified fluid with laterally varying random inhomogeneities -- The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field -- Application of averaging principle in nonlinear oscillatory stochastic systems -- Optimization of multi-dimensional stochastic systems and stability of solutions.
9783540380009
10.1007/BFb0064928 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2
Stability of Stochastic Dynamical Systems Proceedings of the International Symposium Organized by “The Control Theory Centre”, University of Warwick, July 10–14, 1972 Sponsored by the “International Union of Theoretical and Applied Mechanics” / [electronic resource] : by Ruth F. Curtain. - XII, 340 p. online resource. - Lecture Notes in Mathematics, 294 0075-8434 ; . - Lecture Notes in Mathematics, 294 .
Stochastic differentials of continuous local quasi-martingales -- An application of itô's formula to stochastic control systems -- Stability and angular behavior of solutions of stochastic differential equations -- Boundedness properties for stochastic systems -- System identification -- Parametrization and identification of linear multivariable systems -- Optimization of sensors' location in a distributed filtering problem -- Some banach-valued processes with applications -- Stochastic stability -- Stabilization of linear systems with multiplicative noise -- Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems -- Stability of model-reference systems with random inputs -- Regions of instability for a linear system with random parametric excitation -- Analytical study on n-th order linear system with stochastic coefficients -- Stability of the linear stochastic system -- The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems -- Stability of linear cylindrical shells subjected to stochastic excitations -- Average value criteria for stochastic stability -- Ultimate behaviour of a class of stochastic differential systems dependent on a parameter -- Stable periodic solutions of weakly nonlinear stochastic differential equations -- Stability of mechanical systems under stochastic parametric excitation -- Waves in a rotating stratified fluid with laterally varying random inhomogeneities -- The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field -- Application of averaging principle in nonlinear oscillatory stochastic systems -- Optimization of multi-dimensional stochastic systems and stability of solutions.
9783540380009
10.1007/BFb0064928 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2