Abstract
Necessary and sufficient conditions for stability with probability 1 are developed for the class of linear stochastic systems. A simple technique for constructing quadratic stochastic Lyapunov functions is presented which entails the solution to an <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n \times n</tex> linear matrix equation.
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