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Liapunov criteria for weak stochastic stability.Sufficient conditions for recurrence and positivity of diffusion process defined by stochastic differential equation, using Liapunov function
Document ID
19660049222
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Wonham, W. M.
Date Acquired
August 3, 2013
Publication Date
April 1, 1966
Subject Category
Mathematics
Accession Number
66A28512
Funding Number(s)
CONTRACT_GRANT: AF-AFOSR-693-64
CONTRACT_GRANT: NGR-40-002-015
Distribution Limits
Public
Copyright
Other
Keywords
DIFFERENTIAL EQUATION
RANDOM PROCESS
LIAPUNOV FUNCTION
DYNAMIC STABILITY
DIFFUSION

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