Stability of stochastic dynamical systems : proceedings of the International Symposium organized by the Control Theory Centre, University of Warwick, July 10-14, 1972
著者
書誌事項
Stability of stochastic dynamical systems : proceedings of the International Symposium organized by the Control Theory Centre, University of Warwick, July 10-14, 1972
（Lecture notes in mathematics, 294）
Springer-Verlag, 1972
- : gw
- : us
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注記
"Symposium on the Stability of Stochastic Dynamical Systems, held at Warwick University, July 10-14th, 1972."--Introd.
English or Russian
"Sponsored by the International Union of Theoretical and Applied Mechanics."
Includes bibliographical references
内容説明・目次
目次
Stochastic differentials of continuous local quasi-martingales.- An application of ito'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.
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