Stability of Stochastic Dynamical Systems
Broschiertes Buch

Stability of Stochastic Dynamical Systems

Proceedings of the International Symposium Organized by 'The Control Theory Centre', University of Warwick, July 10-14, 1972

Herausgegeben: Curtain, R. F.
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Stochastic differentials of continuous local quasi-martingales.- An application of it¿'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 dom...