Terminal Invariance of Stochastic Diffusion Systems

For a controlled stochastic diffusion system, we obtain sufficient conditions for the terminal criterion to be constant with probability one on the assumption of fixed initial state (invariance in perturbations) and sufficient conditions for the terminal criterion to be independent with probability one both from the realization of the random process and the initial conditions (absolute invariance).

Keywords

Stochastic systems, weak invariance, absolute invariance, control

Received

30.09.2018

Publication date

30.09.2018

Number of characters

427

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GOST	Khrustalev M. Terminal Invariance of Stochastic Diffusion Systems // Avtomatika i Telemekhanika – 2018. – Issue 8 C. 81-100 [Electronic resource]. URL: http://ras.jes.su/ait/s207987840000496-4-1-en (circulation date: 27.04.2024). DOI: 10.31857/S000523100001249-7
MLA	Khrustalev, Michael "Terminal Invariance of Stochastic Diffusion Systems." Avtomatika i Telemekhanika 8 (2018):81-100. DOI: 10.31857/S000523100001249-7
APA	Khrustalev M. (2018). Terminal Invariance of Stochastic Diffusion Systems. Avtomatika i Telemekhanika (8), pp.81-100 DOI: 10.31857/S000523100001249-7

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