메뉴 건너뛰기




Volumn 50, Issue 1, 1998, Pages 40-54

Stability of stochastic systems in the diffusion-approximation scheme

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84879173495     PISSN: 00415995     EISSN: 15739376     Source Type: Journal    
DOI: 10.1007/BF02514687     Document Type: Article
Times cited : (12)

References (19)
  • 5
    • 0003537039 scopus 로고
    • Asymptotic Methods of the Theory of Stochastic Differential Equations
    • A. V Skorokhod, Asymptotic Methods of the Theory of Stochastic Differential Equations, MMS Transl. Math. Monogr., Vol. 78 (1989).
    • (1989) MMS Transl. Math. Monogr. , vol.78
    • Skorokhod, A.V.1
  • 8
    • 0001268536 scopus 로고
    • About stability of systems with random parameters
    • J. Ya. Kac and N. N. Krasovskii, "About stability of systems with random parameters, " J. Appl. Math. Mech., 27, No. 5, 809-823 (1960)
    • (1960) J. Appl. Math. Mech. , vol.27 , Issue.5 , pp. 809-823
    • Kac, J.Y.1    Krasovskii, N.N.2
  • 9
    • 0001761644 scopus 로고
    • A limit theorem for the solutions with random right-hand side
    • CrossRef
    • R. Z. Khasminskii. "A limit theorem for the solutions with random right-hand side, " Theor. Probab. Appi, 11, 390-406 (1966). CrossRef
    • (1966) Theor. Probab. Appi , vol.11 , pp. 390-406
    • Khasminskii, R.Z.1
  • 11
    • 53149084374 scopus 로고
    • Dynamical systems under rapid random disturbances
    • CrossRef
    • A. V. Skorokhod, "Dynamical systems under rapid random disturbances, " Ukr. Mat. Zh., 43, No. 1, 3-21 (1991). CrossRef
    • (1991) Ukr. Mat. Zh. , vol.43 , Issue.1 , pp. 3-21
    • Skorokhod, A.V.1
  • 12
    • 84879159974 scopus 로고
    • Average and stability of linear equations with small diffusion coefficients
    • E. F. Tsarkov, "Average and stability of linear equations with small diffusion coefficients, " in: Proceedings of the VI USSR-Japan Symposium(1992), pp. 390-396.
    • (1992) Proceedings of the VI USSR-Japan Symposium , pp. 390-396
    • Tsarkov, E.F.1
  • 13
    • 52649087643 scopus 로고
    • On stability of solutions of linear differential equations with Markov coefficients
    • E. F. Tsarkov. "On stability of solutions of linear differential equations with Markov coefficients, " Dokl. Akad. Nauk Ukr., No. 2, 34-37 (1987).
    • (1987) Dokl. Akad. Nauk Ukr. , Issue.2 , pp. 34-37
    • Tsarkov, E.F.1
  • 14
    • 0017972055 scopus 로고
    • Stability and control of stochastic systems with wide band noise disturbances. I
    • CrossRef
    • G. L. Blankenship and G C. Papanicolaou. "Stability and control of stochastic systems with wide band noise disturbances. I, " SIAM J. Appl. Math., 34, 437-476 (1978). CrossRef
    • (1978) SIAM J. Appl. Math. , vol.34 , pp. 437-476
    • Blankenship, G.L.1    Papanicolaou, G.C.2
  • 15
    • 33747842277 scopus 로고
    • Stability of autonomous dynamical systems with rapid Markov switchings
    • V. S. Korolyuk, "Stability of autonomous dynamical systems with rapid Markov switchings, " Ukr. Mat. Zh., 43, No. 8, 1176-1181 (1991).
    • (1991) Ukr. Mat. Zh. , vol.43 , Issue.8 , pp. 1176-1181
    • Korolyuk, V.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.