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    On the Stability of Linear Stochastic Differential Equations

    Source: Journal of Applied Mechanics:;1973:;volume( 040 ):;issue: 001::page 87
    Author:
    F. Kozin
    ,
    C.-M. Wu
    DOI: 10.1115/1.3422979
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: In this paper we present a study of the almost-sure sample stability properties of second-order linear systems with stochastic coefficients. Using knowledge of the first density functions of the coefficient processes, stability conditions are obtained. Based upon recent necessary and sufficient conditions for white-noise coefficient systems, the conditions obtained may yield a close approximation of the exact stability region for the Gaussian coefficient case.
    keyword(s): Stability , Differential equations , Approximation , Functions , Linear systems , White noise AND Density ,
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      On the Stability of Linear Stochastic Differential Equations

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    http://yetl.yabesh.ir/yetl1/handle/yetl/163554
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    contributor authorF. Kozin
    contributor authorC.-M. Wu
    date accessioned2017-05-09T01:36:01Z
    date available2017-05-09T01:36:01Z
    date copyrightMarch, 1973
    date issued1973
    identifier issn0021-8936
    identifier otherJAMCAV-25974#87_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/163554
    description abstractIn this paper we present a study of the almost-sure sample stability properties of second-order linear systems with stochastic coefficients. Using knowledge of the first density functions of the coefficient processes, stability conditions are obtained. Based upon recent necessary and sufficient conditions for white-noise coefficient systems, the conditions obtained may yield a close approximation of the exact stability region for the Gaussian coefficient case.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleOn the Stability of Linear Stochastic Differential Equations
    typeJournal Paper
    journal volume40
    journal issue1
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.3422979
    journal fristpage87
    journal lastpage92
    identifier eissn1528-9036
    keywordsStability
    keywordsDifferential equations
    keywordsApproximation
    keywordsFunctions
    keywordsLinear systems
    keywordsWhite noise AND Density
    treeJournal of Applied Mechanics:;1973:;volume( 040 ):;issue: 001
    contenttypeFulltext
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