Stability of Stochastic Dynamical Systems

Stochastic differentials of continuous local quasi-martingales....Pages 1-7
An application of itô\'s formula to stochastic control systems....Pages 8-13
Stability and angular behavior of solutions of stochastic differential equations....Pages 14-20
Boundedness properties for stochastic systems....Pages 21-34
System identification....Pages 35-55
Parametrization and identification of linear multivariable systems....Pages 56-61
Optimization of sensors\' location in a distributed filtering problem....Pages 62-84
Some banach-valued processes with applications....Pages 85-96
Stochastic stability....Pages 97-124
Stabilization of linear systems with multiplicative noise....Pages 125-130
Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems....Pages 131-146
Stability of model-reference systems with random inputs....Pages 147-159
Regions of instability for a linear system with random parametric excitation....Pages 160-172
Analytical study on n -th order linear system with stochastic coefficients....Pages 173-185
Stability of the linear stochastic system....Pages 186-229
The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems....Pages 230-238
Stability of linear cylindrical shells subjected to stochastic excitations....Pages 239-251
Average value criteria for stochastic stability....Pages 252-272
Ultimate behaviour of a class of stochastic differential systems dependent on a parameter....Pages 273-282
Stable periodic solutions of weakly nonlinear stochastic differential equations....Pages 283-290
Stability of mechanical systems under stochastic parametric excitation....Pages 291-302
Waves in a rotating stratified fluid with laterally varying random inhomogeneities....Pages 303-310
The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field....Pages 311-316
Application of averaging principle in nonlinear oscillatory stochastic systems....Pages 317-323
Optimization of multi-dimensional stochastic systems and stability of solutions....Pages 324-324