• DocumentCode
    810171
  • Title

    Sample stability of second-order stochastic differential equations with nonsingular phase diffusion

  • Author

    Mitchell, Richard R.

  • Author_Institution
    Institute of Medical Sciences, Pacific Medical Center, San Francisco, CA, USA
  • Volume
    17
  • Issue
    5
  • fYear
    1972
  • fDate
    10/1/1972 12:00:00 AM
  • Firstpage
    706
  • Lastpage
    707
  • Abstract
    Almost sure sample stability boundaries are obtained in explicit form for specific linear and nonlinear second-order stochastic differential equations with nonsingular phase diffusion. The results are compared with first- and second-moment stability boundaries.
  • Keywords
    Linear systems, stochastic continuous-time; Nonlinear systems, stochastic continuous-time; Stability; Differential equations; Gaussian noise; Noise level; Nonlinear equations; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Wideband;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1100126
  • Filename
    1100126