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Mean square stability of stochastic Volterra integro-differential equations
Systems and Control Letters, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuerong Mao
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A-Stability and Stochastic Mean-Square Stability
BIT Numerical Mathematics, 2000 The author considers the mean-square stability of the stochastic differential equation for the test problem with multiplicative noise proposed by \textit{Y. Saito} and \textit{T. Mitsui} [SIAM J. Appl. Math. 56, No. 5, 1400-1423 (1996; Zbl 0869.60053)]. It quantifies precisely the point where unconditional stability is lost.
Burrage, K., Piskarev, S., Higham, D.J.
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Mean-Square and Asymptotic Stability of the Stochastic Theta Method
SIAM Journal on Numerical Analysis, 2000The paper studies a linear test equation with multiplicative noise and considers mean-square and asymptotic numerical stability. An extension of the deterministic A-stability is shown to hold. Mean-square stability regions are visualized.
Desmond J Higham
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Mean square stability of linear systems with Poisson jumps
2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017 This paper deals with the class of linear systems subject to Poisson jumps, where the dwell-time between jumps is described by an exponential distribution with mode-dependent parameter. No probabilistic information on the sequence of modes is assumed available.
Bolzern, P, Colaneri, P
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Mean Square Stability Analysis of Some Linear Stochastic Systems [PDF]
, 1996 Mean square stability analysis of some continuous and discrete time stochastic systems is carried out in this paper. We present a general approach to mean square stability investigation of systems with multiplicative noise and apply presented theory to discretized linear oscillators as often met in Mechanical Engineering.
Ryashko, Lev B., Schurz, Henri
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Mean square stability of difference equations with a stochastic delay
Nonlinear Analysis: Theory, Methods & Applications, 2003 The subject of the paper is a nonlinear nonautonomous delay difference equation \[ x(n+1) = f(n,x(n),x(n-1),\dots, x(n-\eta(n+1)),\quad n\in \mathbb N. \] The function \(\eta: \mathbb N \to \{ 1,2,\dots,r \}\) counts the number of delays, it is subject to a discrete Markov process.
Kolmanovskii, V.B. +2 more
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Mean square stability for discrete linear stochastic systems. [PDF]
, 1993 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Schurz, Henri
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Mean-Square Stability Analysis of a Normalized Least Mean Fourth Algorithm for a Markov Plant
IEEE Transactions on Signal Processing, 2014Recently, it has been shown that the stability of the least mean fourth (LMF) algorithm depends on the nonstationarity of the plant. The present paper investigates the possibility of overcoming this problem by normalization of the weight vector update term.
Eweda Eweda
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Mean square exponential stability of uncertain stochastic delayed neural networks
Physics Letters, Section A: General, Atomic and Solid State Physics, 2008 This Letter concerns with the mean square exponential stability of uncertain stochastic delayed neural networks. By applying Lyapunov functional method, new delay-dependent/independent mean square exponential stability criteria are derived in terms of ...
Wu-Hua Chen, Xiaomei Lu
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