Stability of Stochastic Dynamical Systems : Proceedings of the International Symposium Organized by "The Control Theory Centre", University of Warwick, July 10-14, 1972 Sponsored by the "International Union of Theoretical and Applied Mechanics"

Stochastic differentials of continuous local quasi-martingales....Pages 1-7 An application of itô's formula to stochastic control systems....Pages 8-13 Stability and angular behavior of solutions of stochastic differential equations....Pages 14-20 Boundedness properties for stochastic systems....Pages 21-34 System identification....Pages 35-55 Parametrization and identification of linear multivariable systems....Pages 56-61 Optimization of sensors' location in a distributed filtering problem....Pages 62-84 Some banach-valued processes with applications....Pages 85-96 Stochastic stability....Pages 97-124 Stabilization of linear systems with multiplicative noise....Pages 125-130 Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems....Pages 131-146 Stability of model-reference systems with random inputs....Pages 147-159 Regions of instability for a linear system with random parametric excitation....Pages 160-172 Analytical study on n -th order linear system with stochastic coefficients....Pages 173-185 Stability of the linear stochastic system....Pages 186-229 The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems....Pages 230-238 Stability of linear cylindrical shells subjected to stochastic excitations....Pages 239-251 Average value criteria for stochastic stability....Pages 252-272 Ultimate behaviour of a class of stochastic differential systems dependent on a parameter....Pages 273-282 Stable periodic solutions of weakly nonlinear stochastic differential equations....Pages 283-290 Stability of mechanical systems under stochastic parametric excitation....Pages 291-302 Waves in a rotating stratified fluid with laterally varying random inhomogeneities....Pages 303-310 The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field....Pages 311-316 Application of averaging principle in nonlinear oscillatory stochastic systems....Pages 317-323 Optimization of multi-dimensional stochastic systems and stability of solutions....Pages 324-324