Almost sure exponential stability of large scale stochastic nonlinear systems
| Autor: | Harouna Souley Ali, Ridha Chatbouri, Michel Zasadzinski, Asma Barbata |
|---|---|
| Přispěvatelé: | Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de mathématique physique, fonctions spéciales et applications (MAPFSA), Université de Sousse-Ecole Supérieure des Sciences et de Technologie de Hammam Sousse, Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL) |
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
0209 industrial biotechnology Scale (ratio) Applied Mathematics Multiplicative function 02 engineering and technology 16. Peace & justice Itô process [SPI.AUTO]Engineering Sciences [physics]/Automatic Nonlinear system 020901 industrial engineering & automation Large scale stochastic system Exponential stability 0202 electrical engineering electronic engineering information engineering Applied mathematics 020201 artificial intelligence & image processing Almost sure exponential stability Statistics Probability and Uncertainty Ito process Multiplicative noises Mathematics |
| Zdroj: | Stochastic Analysis and Applications Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2018, 36 (5), pp.812-831. ⟨10.1080/07362994.2018.1467780⟩ |
| ISSN: | 0736-2994 1532-9356 |
| DOI: | 10.1080/07362994.2018.1467780⟩ |
| Popis: | International audience; This contribution deals with the study of the almost sure exponential stability of large scale stochastic systems with multiplicative noises. Under a Lipschitz-like assumption, it is proven that this stability is guaranteed if each ``diagonal'' subsystem is almost surely exponentially stable. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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