Continuous-time stochastic averaging on the infinite interval for locally lipschitz systems

SIAM Journal on Control and Optimization

Volumn 48, Issue 5, 2009, Pages 3589-3622

  Liu, Shu Jun ^a   Krstic, Miroslav ^b  

^a SOUTHEAST UNIVERSITY   (China)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Stability in probability; Stochastic averaging; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; PROBABILITY; STOCHASTIC SYSTEMS; VECTOR SPACES;

ASYMPTOTICALLY STABLE; CONTINUOUS TIME NONLINEAR SYSTEMS; EXPONENTIALLY STABLE; GLOBAL EXPONENTIAL STABILITY; STABILITY IN PROBABILITIES; STOCHASTIC AVERAGING; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC PERTURBATIONS;

CONTINUOUS TIME SYSTEMS;

EID: 80052757391     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/090758970     Document Type: Article

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