A sufficient stability condition for linear stochastic Markovian systems

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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.

Original languageEnglish
Title of host publicationNumerical Analysis and Applied Mathematics, ICNAAM 2011 - International Conference on Numerical Analysis and Applied Mathematics
Pages1940-1942
Number of pages3
DOIs
StatePublished - 2011
EventInternational Conference on Numerical Analysis and Applied Mathematics: Numerical Analysis and Applied Mathematics, ICNAAM 2011 - Halkidiki, Greece
Duration: 19 Sep 201125 Sep 2011

Publication series

NameAIP Conference Proceedings
Volume1389
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

ConferenceInternational Conference on Numerical Analysis and Applied Mathematics: Numerical Analysis and Applied Mathematics, ICNAAM 2011
Country/TerritoryGreece
CityHalkidiki
Period19/09/1125/09/11

Keywords

  • Markov process
  • asymptotic stability
  • jump parameter system

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