학술논문
Lyapunov function method for investigation of stability of stochastic Ito random-structure systems with impulse Markov switchings. I. General theorems on the stability of stochastic impulse systems.
Document Type
Article
Author
Source
Subject
*LYAPUNOV functions
*DIFFERENTIAL equations
*PERTURBATION theory
*MARKOV processes
*STOCHASTIC analysis
*MATHEMATICAL analysis
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Language
ISSN
1060-0396
Abstract
The asymptotic stochastic stability on the whole and asymptotic p-stability on the whole are investigated with the help of Lyapunov functions and the concept of an infinitesimal operator over solutions to a system (to calculate this operator, it suffices to know only the coefficients of the system). The stability under constant perturbations is considered. [ABSTRACT FROM AUTHOR]