Stability and control of stochastic systems with wide-band noise disturbances. I. (English) Zbl 0392.93040
MSC:
93E15 | Stochastic stability in control theory |
60J25 | Continuous-time Markov processes on general state spaces |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
60G10 | Stationary stochastic processes |
34F05 | Ordinary differential equations and systems with randomness |
34E10 | Perturbations, asymptotics of solutions to ordinary differential equations |