• Corpus ID: 249240551

Moment stability of stochastic processes with applications to control systems

  title={Moment stability of stochastic processes with applications to control systems},
  author={Arnab Ganguly and Debasish Chatterjee},
We establish new conditions for obtaining uniform bounds on the moments of discretetime stochastic processes. Our results require a weak negative drift criterion along with a statedependent restriction on the sizes of the one-step jumps of the processes. The state-dependent feature of the results make them suitable for a large class of multiplicative-noise processes. Under the additional assumption of Markovian property, new result on ergodicity has also been proved. There are several… 



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  • D. Talay
  • Mathematics, Computer Science
  • 1990
Methods which are of Second Order for the Approximation of in Finite Time are shown to be Generically of Second order for the Ergodic Criterion.

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