Linear stochastic systems: a white noise approach

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dc.creatorAlpay, Daniel
dc.creatorLevanony, David
dc.date2008-11-26
dc.date.accessioned2026-07-07T12:04:47Z
dc.date.available2026-07-07T12:04:47Z
dc.descriptionUsing the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We prove BIBO type stability theorems for these systems, both in the discrete and continuous time cases. We also consider the case of dissipative systems for both discrete and continuous time systems. We further study $\ell_1$-$\ell_2$ stability in the discrete time case, and ${\mathbf L}_2$-${\mathbf L}_\infty$ stability in the continuous time case.
dc.identifierhttps://arxiv.org/abs/0811.4321
dc.identifierhttp://arxiv.org/abs/0811.4321
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208202
dc.subjectProbability
dc.subjectComplex Variables
dc.subject93E03 ; 60H40 ; 46E22 ; 47B32
dc.titleLinear stochastic systems: a white noise approach
dc.typetext

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