Title :
Stability of a class of stochastic distributed parameter systems with random boundary conditions
Author_Institution :
University of Ottawa, Ottawa, Ontario, Canada
Abstract :
In this paper we consider the question of stability of a class of stochastic systems governed by Elliptic and Parabolic second order partial differential equations with Neumann boundary conditions. Results on the "Stability in the mean" are given in Theorems 1 and 2, and those on "almost sure stability" are presented in Theorems 3 and 4. These results are proved under the assumption that the perturbing forces are measurable stochastic processes defined on I ?? ?? In Theorem 5 it is shown that the proofs require only minor modification to admit progressively measurable (predictable or optional) processes.
Keywords :
Boundary conditions; Distributed parameter systems; Equations; Force measurement; Stability; Stochastic systems;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269424