Stability of linear differential equations with random coefficients
Stability of linear differential equations with random coefficients
复制标题
具有随机系数的线性微分方程的稳定性
DOI：
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发表时间：
1977
期刊：
影响因子：
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通讯作者：
G. Blankenship
中科院分区：
文献类型：
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作者：
G. Blankenship
研究了具有随机系数的随机微分方程的稳定性。系数不需要是宽带噪声，而是强遍历或马尔可夫。结果给出了几乎必然的样本稳定性和稳定的时刻的任意顺序。以具有随机弹簧常数的该死谐振子为例进行了讨论。
The stability of stochastic differential equations with random coefficients is considered. The coefficients are not required to be wide-band noise, but either strongly ergodic or Markovian. Results are given for almost sure sample stability and stability of moments of arbitrary order. The damned harmonic oscillator with random spring constant is considered as an example.