A LIAPUNOV METHOD FOR ESTIMATION OF STATISTICAL AVERAGES

被引:25
作者
WONHAM, WM
机构
关键词
D O I
10.1016/0022-0396(66)90047-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:365 / &
相关论文
共 11 条
[1]  
AIZERMANN MA, 1964, ABSOLUTE STABILITY R
[2]  
BOOTON RC, 1954, T IRE, VCT 1, P9
[3]  
COURANT R, 1962, METHODS MATHEMATICAL, V2
[4]  
CRANDALL SH, 1963, RANDOM VIBRATION ED, V2
[5]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[6]  
Dynkin EB., 2006, THEORY MARKOV PROCES
[7]  
Has'minski RZ, 1960, THEOR PROBAB APPL, V5, P196, DOI DOI 10.1137/1105016
[8]  
MEYER KR, 1966, J SIAM CONTROL A, V3, P373
[9]  
SERRIN JB, 1954, J ANAL MATH, V4, P292
[10]   LIAPUNOV CRITERIA FOR WEAK STOCHASTIC STABILITY [J].
WONHAM, WM .
JOURNAL OF DIFFERENTIAL EQUATIONS, 1966, 2 (02) :195-&