Stochastic stability

  • H. J. Kushner
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)


Markov Process Stochastic Stability Stochastic Dynamical System Liapunov Function Fell Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. [1]
    H. J. Kushner, Stochastic Stability and Control, Academic Press, New York, 1967.zbMATHGoogle Scholar
  2. [2]
    H. J. Kushner, "The concept of invariant set for stochastic dynamical systems and applications to stochastic stability", in Stochastic Optimization and Control, H. Karreman, Editor, John Wiley and Sons, New York, 1968.Google Scholar
  3. [3]
    H. J. Kushner, Introduction to Stochastic Control Theory, Holt, Rinehart and Winston, New York, 1971.zbMATHGoogle Scholar
  4. [4]
    M. Loeve, Probability Theory, 3rd Edition, Van Nostrand, Princeton, 1963.zbMATHGoogle Scholar
  5. [5]
    E. G. Dynkin, Markov Processes, Springer-Verlag, Berlin, 1965.CrossRefzbMATHGoogle Scholar
  6. [6]
    H. J. Kushner, "On the stability of processes defined by stochastic difference-differential equations", Journal of Differential Equations, Vol. 4, No. 3, July 1968, pp. 424–443.MathSciNetCrossRefzbMATHGoogle Scholar
  7. [7]
    J. P. LaSalle, "The extent of asymptotic stability", Proc. of the Nat. Acad. of Sciences, 46, (1960), p. 365.MathSciNetCrossRefzbMATHGoogle Scholar
  8. [8]
    J. K. Hale, "Sufficient conditions for stability and instability of autonomous functional-differential equations", J. Diff. Eqns., 1, 1965.Google Scholar
  9. [9]
    N. Dunford, J. T. Schwartz, Linear Operators, Part I, Interscience, Wiley, New York, 1958.zbMATHGoogle Scholar
  10. [10]
    I. I. Gikhman, A. V. Skorokhod, Introduction to the Theory of Random Processes, Saunders, Phila., 1969.zbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • H. J. Kushner
    • 1
  1. 1.Center for Dynamical Systems Division of Applied MathematicsBrown UniversityProvidenceUSA

Personalised recommendations