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
Link To Document