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Stability of stochastic dynamical systems : proceedings of the international symposium, University of Warwick, July 10-14, 1972 / / edited by Ruth F. Curtain



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Titolo: Stability of stochastic dynamical systems : proceedings of the international symposium, University of Warwick, July 10-14, 1972 / / edited by Ruth F. Curtain Visualizza cluster
Pubblicazione: Berlin, Heidelberg : , : Springer-Verlag, , [1972]
©1972
Edizione: 1st ed. 1972.
Descrizione fisica: 1 online resource (XII, 340 p.)
Disciplina: 519.2
Soggetto topico: Stochastic processes
Persona (resp. second.): CurtainRuth F.
Note generali: Bibliographic Level Mode of Issuance: Monograph
Nota di contenuto: Stochastic differentials of continuous local quasi-martingales -- An application of itô's formula to stochastic control systems -- Stability and angular behavior of solutions of stochastic differential equations -- Boundedness properties for stochastic systems -- System identification -- Parametrization and identification of linear multivariable systems -- Optimization of sensors' location in a distributed filtering problem -- Some banach-valued processes with applications -- Stochastic stability -- Stabilization of linear systems with multiplicative noise -- Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems -- Stability of model-reference systems with random inputs -- Regions of instability for a linear system with random parametric excitation -- Analytical study on n-th order linear system with stochastic coefficients -- Stability of the linear stochastic system -- The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems -- Stability of linear cylindrical shells subjected to stochastic excitations -- Average value criteria for stochastic stability -- Ultimate behaviour of a class of stochastic differential systems dependent on a parameter -- Stable periodic solutions of weakly nonlinear stochastic differential equations -- Stability of mechanical systems under stochastic parametric excitation -- Waves in a rotating stratified fluid with laterally varying random inhomogeneities -- The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field -- Application of averaging principle in nonlinear oscillatory stochastic systems -- Optimization of multi-dimensional stochastic systems and stability of solutions.
Titolo autorizzato: Stability of stochastic dynamical systems  Visualizza cluster
ISBN: 3-540-38000-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 996466856803316
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Serie: Lecture notes in mathematics (Springer-Verlag) ; ; 294.