## Stability with Probability 1 of Solutions of Systems of Linear Stochastic Differential-Difference Ito Equations

- A. L. Zelentsovskii
- Ukrainian Mathematical Journal, Vol. 43, pp. 123…
- 1991

Highly Influential

We give an overview of how the Riccati equation makes its appearance in the stability analysis of linear systems with delays. We avoid complexities as time-invariance, added perturbations, distributed delays etc, to get to the main issues. Most generalizations can be or have been carried out, but do not add substantially to our understanding. We also show… (More)

@inproceedings{Verriest2004RiccatiEI,
title={Riccati Equations in Delay Systems},
author={Erik I. Verriest},
year={2004}
}