Accession Number:

ADA093183

Title:

On the Solution of a Class of Stochastic Integral Systems.

Descriptive Note:

Interim rept.,

Corporate Author:

SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s):

Report Date:

1980-11-01

Pagination or Media Count:

26.0

Abstract:

General stochastic integral systems involving McShane integrals are studied. These systems include classes of stochastic integro-differential systems. Existence, uniqueness, and stability of solutions to such systems are investigated using contractor theory. In particular, the results yield frequency-type conditions for the stability of a class of stochastic systems. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE