| Title:
|
Bounded solutions of affine stochastic differential equations and stability (English) |
| Author:
|
Halanay, A. |
| Author:
|
Morozan, T. |
| Author:
|
Tudor, C. |
| Language:
|
English |
| Journal:
|
Časopis pro pěstování matematiky |
| ISSN:
|
0528-2195 |
| Volume:
|
111 |
| Issue:
|
2 |
| Year:
|
1986 |
| Pages:
|
127-136 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60H20 |
| idZBL:
|
Zbl 0606.60056 |
| idMR:
|
MR847312 |
| DOI:
|
10.21136/CPM.1986.118271 |
| . |
| Date available:
|
2009-09-23T09:36:25Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118271 |
| . |
| Reference:
|
[1] R. Conti: Linear Differential Equations and Control.Academic Press, 1976. Zbl 0356.34007, MR 0513642 |
| Reference:
|
[2] A. Friedman: Stochastic Differential Equations and Applications, vol. 1.Academic Press, 1975. Zbl 0323.60056, MR 0494490 |
| Reference:
|
[3] I. I. Ghikhman V. S. Skorohod: The Theory of Stochastic Processes, vol. 1.Nauka, 1971, (Russian). |
| Reference:
|
[4] J. Kurzweil: Invariant manifolds for flows.Proc. Intern. Symp. on Dyn. Systems. Hale & LaSalle eds. Academic Press 1967, 431 - 468. Zbl 0194.12401, MR 0218698 |
| Reference:
|
[5] P. A. Meyer: Processus de Markov.Lecture Notes in Mathematics 26, Springer-Verlag 1967. Zbl 0189.51403, MR 0219136 |
| Reference:
|
[6] T. Morozan: Periodic solutions of affine stochastic differential equations.Preprint INCREST. Zbl 0623.60075, MR 0816728 |
| Reference:
|
[7] V. Iu. Prohorov: Convergence of stochastic processes and limit theorems in probability theory.Theor. Prob. Appl. 1 (1956), 157-214 (Russian). |
| Reference:
|
[8] L. M. Silverman B. D. O. Anderson: Controllability, Observability and Stability of linear Systems.SIAM Ј. on Control, 6 (1968), 121-130. MR 0233051 |
| Reference:
|
[9] W. M. Wonham: On a Matrix Riccati Equation of Stochastic Control.SIAM Ј. on Control 6 (1968), 681-697. MR 0239161 |
| . |
