Title :
Sample stability of second-order stochastic differential equations with nonsingular phase diffusion
Author :
Mitchell, Richard R.
Author_Institution :
Institute of Medical Sciences, Pacific Medical Center, San Francisco, CA, USA
fDate :
10/1/1972 12:00:00 AM
Abstract :
Almost sure sample stability boundaries are obtained in explicit form for specific linear and nonlinear second-order stochastic differential equations with nonsingular phase diffusion. The results are compared with first- and second-moment stability boundaries.
Keywords :
Linear systems, stochastic continuous-time; Nonlinear systems, stochastic continuous-time; Stability; Differential equations; Gaussian noise; Noise level; Nonlinear equations; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Wideband;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100126
