On relations between moment properties and almost sure Lyapunov stability for linear stochastic systems
نویسندگان
چکیده
منابع مشابه
Almost Sure Stability of Stochastic Linear Systems with Ergodic Parameters
This criterion theoretically requires the integration of the system equations until infinity. A possible way to overcome this impossible investigation is the approximation through an integration over a sufficiently long time interval as proposed in [1]. In the discussed paper the authors developed a criterion imposing that the system is averagely normcontractive over a finite time interval. Thi...
متن کاملP-th moment and almost sure stability of stochastic switched nonlinear systems
This paper mainly tends to utilize [Formula: see text]-type function to investigate p-th moment and almost sure stability for a class of stochastic switched nonlinear systems. Based on the multiple Lyapunov functions approach, some sufficient conditions are derived to check the stability criteria of stochastic switched nonlinear systems. One numerical example is provided to demonstrate the effe...
متن کاملAlmost sure exponential stability of stochastic reaction diffusion systems with Markovian jump
The stochastic reaction diffusion systems may suffer sudden shocks, in order to explain this phenomena, we use Markovian jumps to model stochastic reaction diffusion systems. In this paper, we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps. Under some reasonable conditions, we show that the trivial solution of stocha...
متن کاملAlmost Sure Stability of Some Stochastic Dynamical Systems with Memory
Almost sure asymptotic stability of stochastic difference and differential equations with non-anticipating memory terms is studied in R. Sufficient criteria are obtained with help of Lyapunov-Krasovskǐi-type functionals, martingale decomposition and semi-martingale convergence theorems. The results allow numerical methods for stochastic differential equations with memory to be studied in terms ...
متن کاملAlmost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations
This paper deals with almost sure and moment exponential stability of a class of predictorcorrector methods applied to the stochastic differential equations of Itô-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1965
ISSN: 0022-247X
DOI: 10.1016/0022-247x(65)90130-7