Stability in Impulsive Systems with Markov PerturbationsiIn Averaging Scheme. 3. Weak Convergence of Solutions of Impulsive Systems

Cybernetics and Systems Analysis 2011
Jevgeņijs Carkovs, Volodymir Jasinsky, Igor Malyk

For a stochastic dynamic system with a small parameter, the uniform boundedness of the p-th moment of the solution (p > 1), the weak convergence of the solution of the system to the solution of Ito stochastic differential equation, and the weak convergence of normalized deviations are proved. The stability of linear systems with a small parameter and Markov perturbations are analyzed.

Atslēgas vārdi
Averaging procedure; impulse dynamical systems; Markov systems; weak convergence

Carkovs, J., Jasinsky, V., Malyk, I. Stability in Impulsive Systems with Markov PerturbationsiIn Averaging Scheme. 3. Weak Convergence of Solutions of Impulsive Systems. Cybernetics and Systems Analysis, 2011, Vol.47, Iss.3 , 442.-458.lpp. ISSN 1060-0396.

Publikācijas valoda
English (en)