On stochastic modelling for discrete bilinear systems in Hilbert space

C.S. Kubrusly

Mathematics and Computers in Simulation (MATCOM), 1989, vol. 31, issue 1, 19-30

Abstract: Infinite-dimensional discrete-time bilinear models driven by Hilbert-space-valued random sequences can be rigorously defined as the uniform limit of finite-dimensional bilinear models. Existence and uniqueness of solutions for such infinite-dimensional models can be established by assuming only independence and structural similarity for the stochastic environment under consideration. Uniform structure equiconvergence implies uniform state convergence under suitable stability-like conditions.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:31:y:1989:i:1:p:19-30

DOI: 10.1016/0378-4754(89)90050-5

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