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EXPONENTIAL STABILITY OF LARGE-SCALE STOCHASTIC DIFFERENTIAL-EQUATIONS

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Abstract

Given a large-scale stochastic system described by a number of subsystems, we introduce the corresponding isolated subsystems. It is shown that the exponential stability of the isolated systems implies the exponential stability of the large-scale system under some hypotheses added on the interconnected terms. We also study a slightly special case where the large-scale system is described in a hierarchical form, i.e., the system consists of several subsystems and each subsystem interacts only with 'lower' subsystems but not with 'higher' subsystems

Topics: TL, HD28
Publisher: ELSEVIER SCIENCE BV
OAI identifier: oai:wrap.warwick.ac.uk:21928
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