Title :
Criterion for the stability of all moments of a particular stochastic system
Author :
Willems, Jacques ; Aeyels, D.
Author_Institution :
University of Gent, Engineering School, Gent, Belgium
Abstract :
It is shown that, for stochastic systems with multiplicative noise, all moments may be asymptotically stable for some values of the noise intensities. For a particular stochastic system, a criterion is derived.
Keywords :
noise; stability; stochastic systems; asymptotic stability; moments; multiplicative noise; noise intensities; stability; stochastic system;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19750205
