11-13 April 2013
America/Chicago timezone
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Mean stability of stochastic linear difference equations on cones
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Content: Stochastic difference equations, the discrete-time counterparts of stochastic differential equations, have a wide range of applications in the areas such as economics, biology, and communication systems. Motivated by a recent growing attention in control theory, in this talk we will consider the mean stability of stochastic linear difference equations defined over cones. We will outline recent results on the mean stability, including its novel characterization using spectral radius and connection with the stability of deterministic difference equations.
Name of Sponsor/Advisor: Professor Clyde F. Martin
Id: 36
Place: TTU
Room: Mathematics Building 013
Starting date:
12-Apr-2013   14:50 (America/Chicago)
Duration: 15'
Contribution type: Graduate Paper Presentation
Primary Authors: Mr. OGURA, Masaki (Texas Tech University)
Prof. MARTIN, Clyde (Texas Tech University)
Presenters: Mr. OGURA, Masaki
Included in session: Faculty/Grad Session II-A - Applied Mathematics
Included in track: Control Theory