ZHANG Weihai, HUA Yuai. A Note on the Mean Square Stability of Stochastic Systems[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 255-259.
Citation:
ZHANG Weihai, HUA Yuai. A Note on the Mean Square Stability of Stochastic Systems[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 255-259.
ZHANG Weihai, HUA Yuai. A Note on the Mean Square Stability of Stochastic Systems[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 255-259.
Citation:
ZHANG Weihai, HUA Yuai. A Note on the Mean Square Stability of Stochastic Systems[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(3): 255-259.
A Note on the Mean Square Stability of Stochastic Systems
In this paper, we study the mean squre stability of stochastic constt system dx=Fxdt+GxdW, some sufficient and necessary conditions for this system to be mean square stable are given, two application of obtained theorems are also presented.
DownLoad: