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A universal formula for the stabilization of control stochastic differential equations

 

作者: Patrick Florchinger,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1993）
卷期: Volume 11, issue 2  

页码: 155-162

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809308

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

In this paper, we provide a formula for a stabilizing feedback law for control stochastic differential equations. This result extends Artstein's theorem to nonlinear control systems corrupted by noise.

 

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