A closure method for randomly perturbed linear systems

• Autorzy: Bobryk, R. , Stettener, Ł.
• Języki publikacji: EN

Słowa kluczowe

EN

closure method; linear systems; stochastic differential equations

• Czasopismo: Demonstratio Mathematica
• Rocznik: 2001
• Tom: Vol. 34, nr 2
• Strony: 415-425
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Bobryk, R.

• Institute of Mathematics Pedagogical University ul. Konopnickiej 15 25-406 Kielce, Poland
• Institute APMM Ukrainian Academy of Sciences Lviv, Ukraine

autor

Stettener, Ł.

• Institute of Mathematics Polish Academy of Sciences Śniadeckich 8 00-950 Warszawa, Poland

Bibliografia

• [1] Adomian G., Stochastic Systems, Academic Press, New York, 1983. pp. 331.
• [2] Bobryk R.V. and Stettner L., Stabilization of two-dimensional linear systems by Gaussian noise, Bull. Polish Acad. Sci. Math. 46 (1998), 91-103.
• [3] Bobryk R.V. and Stettner L., Mean square stabilization of linear systems by mean zero noise, Stochastics Stochastics Rep. 67 (1999), 169-189.
• [4] Cameron R.H. and Martin W.T., transformations of Wiener integrals under translations, Ann. Math. 45 (1944), 386-396.
• [5] O'Malley R.E., Jr., Introduction to Singular Perturbations, Academic Press, New York, 1974, pp. 206.
• [6] Richardson J.M., The application of truncated hierarchy techniques in the solution of a stochastic linear differential equation, Proc. Symp. Appl. Math. 16 AMS (1964), 290-302.
• [7] Sobczyk K., Stochastic Differential Equations, Kluwer Acad. Publ., Boston, 1991, pp. 404.
• [8] Van Kampen N.G., Stochastic Processes in Physics and Chemistry, North Holland, Amsterdam, 1981, pp. 376.
• [9] Vasil'eva A.B., Butuzov V.F. and Kalachev L.V., The Boundary Function Method for Singular Perturbation Problems, SIAM, Philadelphia, 1995, 221.
• [10] Wall H.S., Analytical Theory of Continued Fractions, Van Nostrand, New York, 1948, 433.