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Stochastic stability

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

Keywords

  • Markov Process
  • Stochastic Stability
  • Stochastic Dynamical System
  • Liapunov Function
  • Fell Process

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Bibliography

  1. H. J. Kushner, Stochastic Stability and Control, Academic Press, New York, 1967.

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  2. 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.

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  3. H. J. Kushner, Introduction to Stochastic Control Theory, Holt, Rinehart and Winston, New York, 1971.

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  4. M. Loeve, Probability Theory, 3rd Edition, Van Nostrand, Princeton, 1963.

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  5. E. G. Dynkin, Markov Processes, Springer-Verlag, Berlin, 1965.

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  6. 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.

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  7. J. P. LaSalle, "The extent of asymptotic stability", Proc. of the Nat. Acad. of Sciences, 46, (1960), p. 365.

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  8. J. K. Hale, "Sufficient conditions for stability and instability of autonomous functional-differential equations", J. Diff. Eqns., 1, 1965.

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  9. N. Dunford, J. T. Schwartz, Linear Operators, Part I, Interscience, Wiley, New York, 1958.

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  10. 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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06050-5

  • Online ISBN: 978-3-540-38000-9

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