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):

• Rao,A. N. V.
• Padgett,W. J.

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

Descriptors:

• *STOCHASTIC PROCESSES
• *INTEGRAL EQUATIONS
• RANDOM VARIABLES
• SOLUTIONS(GENERAL)
• FEEDBACK
• CONVERGENCE
• DIFFERENTIAL EQUATIONS
• PERTURBATIONS
• SCALAR FUNCTIONS
• VECTOR SPACES
• THEOREMS
• BANACH SPACE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE