Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion

Caibin Zeng, Yangquan Chen, Qigui Yang. Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 4733-4736, IEEE, 2012. [doi]

Authors

Caibin Zeng

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Yangquan Chen

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Qigui Yang

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