On the Almost Sure Stability of Dynamical Systems with Respect to White Noise

2020 ◽  
Vol 252 (2) ◽  
pp. 242-246
Author(s):  
O. A. Sultanov
Keyword(s):  
Dynamical Systems ◽  
White Noise ◽  
Almost Sure Stability ◽  
Stability Of Dynamical Systems

Stability of dynamical systems - An overview

1990 ◽  
Vol 13 (3) ◽  
pp. 385-393 ◽  
Author(s):  
S. Pradeep ◽  
S. K. Shrivastava
Keyword(s):  
Dynamical Systems ◽  
Stability Of Dynamical Systems

On the Almost Sure Stability of Linear Stochastic Distributed-Parameter Dynamical Systems

1966 ◽  
Vol 33 (1) ◽  
pp. 182-186 ◽  
Author(s):  
P. K. C. Wang
Keyword(s):  
Dynamical Systems ◽  
Asymptotic Stability ◽  
Integral Equations ◽  
Sufficient Conditions ◽  
Distributed Parameter ◽  
Almost Sure Stability ◽  
Partial Differential ◽  
Stochastic Parameters

In this paper, sufficient conditions for almost sure stability and asymptotic stability of certain classes of linear stochastic distributed-parameter dynamical systems are derived. These systems are described by a set of linear partial differential or differential-integral equations with stochastic parameters. Various examples are given to illustrate the application of the main results.

The dynamics of a delayed deterministic and stochastic epidemic SIR models with a saturated incidence rate

2018 ◽  
Vol 26 (4) ◽  
pp. 235-245 ◽  
Author(s):  
Modeste N’zi ◽  
Ilimidi Yattara
Keyword(s):  
Stochastic Model ◽  
White Noise ◽  
Incidence Rate ◽  
Deterministic Model ◽  
Contact Rate ◽  
Almost Sure Stability ◽  
Saturated Incidence Rate ◽  
Saturated Incidence ◽  
Global Positive Solution ◽  
Disease Free

AbstractWe treat a delayed SIR (susceptible, infected, recovered) epidemic model with a saturated incidence rate and its perturbation through the contact rate using a white noise. We start with a deterministic model and then add a perturbation on the contact rate using a white noise to obtain a stochastic model. We prove the existence and uniqueness of the global positive solution for both deterministic and stochastic delayed differential equations. Under suitable conditions on the parameters, we study the global asymptotic stability of the disease-free equilibrium of the deterministic model and the almost sure stability of the disease-free equilibrium of the stochastic model.

Composition and invariance methods for solving some stochastic control problems

1975 ◽  
Vol 7 (02) ◽  
pp. 299-329 ◽  
Author(s):  
V. E. Beneš
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Dynamical Systems ◽  
White Noise ◽  
Stochastic Control ◽  
Analytical Methods ◽  
Control Problems ◽  
Numerical Treatment ◽  
Partial Differential ◽  
Stochastic Control Problems

This paper considers certain stochastic control problems in which control affects the criterion through the process trajectory. Special analytical methods are developed to solve such problems for certain dynamical systems forced by white noise. It is found that some control problems hitherto approachable only through laborious numerical treatment of the non-linear Bellman-Hamilton-Jacobi partial differential equation can now be solved.

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