Stability of a linear difference system with random parameters
Matematičeskie zametki, Tome 8 (1970) no. 6, pp. 753-760
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Necessary and sufficient conditions are derived for the mean-square exponential stability of a system described by an $n$-th order stochastic difference equation.
@article{MZM_1970_8_6_a7,
author = {V. M. Konstantinov and M. B. Nevel'son},
title = {Stability of a linear difference system with random parameters},
journal = {Matemati\v{c}eskie zametki},
pages = {753--760},
publisher = {mathdoc},
volume = {8},
number = {6},
year = {1970},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1970_8_6_a7/}
}
V. M. Konstantinov; M. B. Nevel'son. Stability of a linear difference system with random parameters. Matematičeskie zametki, Tome 8 (1970) no. 6, pp. 753-760. http://geodesic.mathdoc.fr/item/MZM_1970_8_6_a7/