A note on stability of stochastic systems with unbounded perturbations*
作者:
Peng Li,
N.U. Ahmed,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1989)
卷期:
Volume 7,
issue 4
页码: 425-434
ISSN:0736-2994
年代: 1989
DOI:10.1080/07362998908809192
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this note we consider the question of stabilizability on Hilbert space of systems governed by abstract stochastic differential equations containing randomly perturbed operators. It is shown that, under certain assumptions, a feedback control law can be found that makes the system exponentially stable in the mean square sense even in the presence of unbounded perturbations of the generator
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