Andrew R. Teel

On robustness, input-to-state stability and backstepping for stochastic differential equations

Robert H. Moldenhauer, Dragan Nešić, Mathieu Granzotto, Romain Postoyan, Andrew R. Teel

We study conditions under which stability of the origin of stochastic differential equations is robust to small perturbations. We express robustness in two ways, firstly in the sense that stochastic stability is maintained under small parametric perturbations not exceeding a stat…Read more