Conference proceedings
© 1972

Stability of Stochastic Dynamical Systems

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

Authors:

Ruth F. Curtain

Ruth F. Curtain

View author publications

You can also search for this author in PubMed Google Scholar

Part of the book series: Lecture Notes in Mathematics (LNM, volume 294)

21k Accesses
203 Citations

Sections

Table of contents
Keywords
Bibliographic Information
Publish with us

Buy it now

eBook USD 34.99

Price excludes VAT (USA)

Softcover Book USD 46.00

Price excludes VAT (USA)

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Learn about institutional subscriptions

This is a preview of subscription content, log in via an institution to check for access.

Table of contents (25 papers)

Front Matter

Pages I-IX

PDF
Stochastic differentials of continuous local quasi-martingales
- Kiyosi Itô
Pages 1-7
An application of itô's formula to stochastic control systems
- Petr Mandl
Pages 8-13
Stability and angular behavior of solutions of stochastic differential equations
- Avner Friedman
Pages 14-20
Boundedness properties for stochastic systems
- Toader Morozan
Pages 21-34
System identification
- K. J. Åström
Pages 35-55
Parametrization and identification of linear multivariable systems
- D. Q. Mayne
Pages 56-61
Optimization of sensors' location in a distributed filtering problem
- Alain Bensoussan
Pages 62-84
Some banach-valued processes with applications
- T. E. Duncan
Pages 85-96
Stochastic stability
- H. J. Kushner
Pages 97-124
Stabilization of linear systems with multiplicative noise
- U. G. Haussmann
Pages 125-130
Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems
- Jacques L. Willems
Pages 131-146
Stability of model-reference systems with random inputs
- D. J. G. James
Pages 147-159
Regions of instability for a linear system with random parametric excitation
- W. Wedig
Pages 160-172
Analytical study on n-th order linear system with stochastic coefficients
- Takayoshi Nakamizo, Yoshikazu Sawaragi
Pages 173-185
Stability of the linear stochastic system
- F. Kozin
Pages 186-229
The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems
- Christopher J. Harris
Pages 230-238
Stability of linear cylindrical shells subjected to stochastic excitations
- John A. Lepore, Robert A. Stoltz
Pages 239-251
Average value criteria for stochastic stability
- Roger W. Brockett, Jan C. Willems
Pages 252-272
Ultimate behaviour of a class of stochastic differential systems dependent on a parameter
- P. R. Sethna
Pages 273-282

Keywords

Bibliographic Information

Book Title: Stability of Stochastic Dynamical Systems
Book Subtitle: Proceedings of the International Symposium Organized by 'The Control Theory Centre', University of Warwick, July 10-14, 1972
Authors: Ruth F. Curtain
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0064928
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1972
Softcover ISBN: 978-3-540-06050-5Published: 30 October 1972
eBook ISBN: 978-3-540-38000-9Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XII, 340
Topics: Probability Theory and Stochastic Processes

Publish with us

Policies and ethics

Access via your institution

Buy it now

eBook USD 34.99

Price excludes VAT (USA)

Softcover Book USD 46.00

Price excludes VAT (USA)

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Learn about institutional subscriptions