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AuthorCurtain, Ruth F. author
TitleStability of Stochastic Dynamical Systems [electronic resource] : 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" / by Ruth F. Curtain
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1972
Connect tohttp://dx.doi.org/10.1007/BFb0064928
Descript XII, 340 p. online resource

CONTENT

Stochastic differentials of continuous local quasi-martingales -- An application of itรด'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


Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes



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