Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion
Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion
Zeng C, Chen Y, Yang Q. Almost sure and moment stability properties of LTI stochastic dynamic systems driven by fractional Brownian motion. In: Proceedings of the IEEE Conference on Decision and Control. 2012. pp. 4733–4736.