ABSTRACT

This chapter introduces the main definitions of stability in probability and stability in mean square with reference to systems with random structure (SRS). These definitions are identical to the well-known ideas of stability by Lyapunov and are obtained by replacement of ordinary convergence x→0 with probability convergence of various types. An account of the random factors affecting the system and the discontinuous character of the phase trajectories increases the possibility of introducing new definitions in the overburden concept of stability.