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Stability of Stochastic Dynamical Systems

Proceedings of the International Symposium Organized by 'The Control Theory Centre', University of Warwick, July 10-14, 1972

  • Conference proceedings
  • © 1972

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Authors:
  1. Ruth F. Curtain
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 294)

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Table of contents (25 papers)

  1. Front Matter

    Pages I-IX
    Download chapter PDF

  2. Stochastic differentials of continuous local quasi-martingales

    • Kiyosi Itô
    Pages 1-7

  3. An application of itô's formula to stochastic control systems

    • Petr Mandl
    Pages 8-13

  4. Stability and angular behavior of solutions of stochastic differential equations

    • Avner Friedman
    Pages 14-20

  5. Boundedness properties for stochastic systems

    • Toader Morozan
    Pages 21-34

  6. System identification

    • K. J. Åström
    Pages 35-55

  7. Parametrization and identification of linear multivariable systems

    • D. Q. Mayne
    Pages 56-61

  8. Optimization of sensors' location in a distributed filtering problem

    • Alain Bensoussan
    Pages 62-84

  9. Some banach-valued processes with applications

    • T. E. Duncan
    Pages 85-96

  10. Stochastic stability

    • H. J. Kushner
    Pages 97-124

  11. Stabilization of linear systems with multiplicative noise

    • U. G. Haussmann
    Pages 125-130

  12. Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems

    • Jacques L. Willems
    Pages 131-146

  13. Stability of model-reference systems with random inputs

    • D. J. G. James
    Pages 147-159

  14. Regions of instability for a linear system with random parametric excitation

    • W. Wedig
    Pages 160-172

  15. Analytical study on n-th order linear system with stochastic coefficients

    • Takayoshi Nakamizo, Yoshikazu Sawaragi
    Pages 173-185

  16. Stability of the linear stochastic system

    • F. Kozin
    Pages 186-229

  17. The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems

    • Christopher J. Harris
    Pages 230-238

  18. Stability of linear cylindrical shells subjected to stochastic excitations

    • John A. Lepore, Robert A. Stoltz
    Pages 239-251

  19. Average value criteria for stochastic stability

    • Roger W. Brockett, Jan C. Willems
    Pages 252-272

  20. Ultimate behaviour of a class of stochastic differential systems dependent on a parameter

    • P. R. Sethna
    Pages 273-282
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Keywords

Bibliographic Information

  • Book Title: Stability of Stochastic Dynamical Systems

  • Book Subtitle: Proceedings of the International Symposium Organized by 'The Control Theory Centre', University of Warwick, July 10-14, 1972

  • Authors: Ruth F. Curtain

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0064928

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1972

  • Softcover ISBN: 978-3-540-06050-5Published: 30 October 1972

  • eBook ISBN: 978-3-540-38000-9Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XII, 340

  • Topics: Probability Theory and Stochastic Processes

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