Stability of Stochastic Dynamical Systems

Inhaltsverzeichnis

• 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.