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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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