Stability in impulsive systems with markov perturbations in averaging scheme. 3. Weak convergence of solutions of impulsive systems |
| |
Authors: | Ye F Tsarkov V K Yasynsky I V Malyk |
| |
Affiliation: | 1.Riga Technical University,Riga,Latvia;2.Yu. Fed’kovych National University,Chernivtsi,Ukraine |
| |
Abstract: | For a stochastic dynamic system with a small parameter, the uniform boundedness of the p-th moment of the solution (p > 1),
the weak convergence of the solution of the system to the solution of Ito stochastic differential equation, and the weak convergence
of normalized deviations are proved. The stability of linear systems with a small parameter and Markov perturbations is analyzed. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|