Nikitin A. Analysis of stochastic dynamical systems with Poisson switchings

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0404U003213

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

24-06-2004

Specialized Academic Board

Д 26.001.35

Taras Shevchenko National University of Kyiv

Essay

In a thesis it is ground of the second Lyapunov method through Lyapunov-Krasovsky quadratic functionals are investigated on stability solution of systems of stochastic differential and differential-difference Ito-Skorohod equations. The methods and algorithms of finding of the solutions of a generalized template Sylvester equation are obtained, which one give the answer about construction of Lyapunov-Krasovsky functionals and the software products for the obtained algorithms are built. The outcomes are formulated by the way of theorems and programs on the language C++ and Turbo Pascal.

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