@inproceedings{d0e3bf099802455eb60cba666b667d69,
title = "A sufficient stability condition for linear stochastic Markovian systems",
abstract = "Asymptotic stability of the zero solution for stochastic jump parameter systems of differential equations given by dX(t)=A(ξ(t))X(t)dt+H(ξ(t))X(t) dw(t), where ξ(t) is a finite-valued Markov process and w(t) is a standard Wiener process, is considered. It is proved that the existence of a unique positive solution of the system of coupled Lyapunov matrix equations derived in the paper is a sufficient asymptotic stability condition.",
keywords = "Markov process, asymptotic stability, jump parameter system",
author = "Efraim Shmerling",
year = "2011",
doi = "10.1063/1.3636992",
language = "אנגלית",
isbn = "9780735409569",
series = "AIP Conference Proceedings",
pages = "1940--1942",
booktitle = "Numerical Analysis and Applied Mathematics, ICNAAM 2011 - International Conference on Numerical Analysis and Applied Mathematics",
note = "International Conference on Numerical Analysis and Applied Mathematics: Numerical Analysis and Applied Mathematics, ICNAAM 2011 ; Conference date: 19-09-2011 Through 25-09-2011",
}