On the Existence of Moments of Stationary Linear Systems with Multiplicative Noise
- 1 February 1974
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 12 (1), 99-105
- https://doi.org/10.1137/0312009
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Stability of Linear Systems with Control Dependent NoiseSIAM Journal on Control, 1973
- Stabilization of linear systems with multiplicative noisePublished by Springer Science and Business Media LLC ,1972
- Optimal stochastic control of linear systems with state- and control-dependent disturbancesIEEE Transactions on Automatic Control, 1971
- Optimal Stationary Control with State Control Dependent NoiseSIAM Journal on Control, 1971
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967
- A New Representation for Stochastic Integrals and EquationsSIAM Journal on Control, 1966
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965