Keywords
- Markov Process
- Stochastic Stability
- Stochastic Dynamical System
- Liapunov Function
- Fell Process
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Bibliography
H. J. Kushner, Stochastic Stability and Control, Academic Press, New York, 1967.
H. J. Kushner, "The concept of invariant set for stochastic dynamical systems and applications to stochastic stability", in Stochastic Optimization and Control, H. Karreman, Editor, John Wiley and Sons, New York, 1968.
H. J. Kushner, Introduction to Stochastic Control Theory, Holt, Rinehart and Winston, New York, 1971.
M. Loeve, Probability Theory, 3rd Edition, Van Nostrand, Princeton, 1963.
E. G. Dynkin, Markov Processes, Springer-Verlag, Berlin, 1965.
H. J. Kushner, "On the stability of processes defined by stochastic difference-differential equations", Journal of Differential Equations, Vol. 4, No. 3, July 1968, pp. 424–443.
J. P. LaSalle, "The extent of asymptotic stability", Proc. of the Nat. Acad. of Sciences, 46, (1960), p. 365.
J. K. Hale, "Sufficient conditions for stability and instability of autonomous functional-differential equations", J. Diff. Eqns., 1, 1965.
N. Dunford, J. T. Schwartz, Linear Operators, Part I, Interscience, Wiley, New York, 1958.
I. I. Gikhman, A. V. Skorokhod, Introduction to the Theory of Random Processes, Saunders, Phila., 1969.
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© 1972 Springer-Verlag
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Kushner, H.J. (1972). Stochastic stability. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064937
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DOI: https://doi.org/10.1007/BFb0064937
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