𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Ergodic Properties of Stationary Solutions of Stochastic Differential Equations

✍ Scribed by Kolmanovskii, V. B.

Book ID
118224528
Publisher
Society for Industrial and Applied Mathematics
Year
1969
Tongue
English
Weight
675 KB
Volume
14
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

[Stochastic Modelling and Applied Probab
[Stochastic Modelling and Applied Probability] Stochastic Stability of Differential Equations Volume 66 || Ergodic Properties of Solutions of Stochastic Equations
✍ Khasminskii, Rafail πŸ“‚ Article πŸ“… 2012 πŸ› Springer Berlin Heidelberg 🌐 German βš– 535 KB

Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure sta

Asymptotic properties of solutions of mu
Asymptotic properties of solutions of multidimensional stochastic differential equations
✍ G. Kersting πŸ“‚ Article πŸ“… 1989 πŸ› Springer 🌐 English βš– 916 KB

Let XteIR d be the solution of the stochastic equation dX t = b(Xt) dt + a(X,) dWt, where Wt denotes a standard Wiener process. The aim of the paper is to clarify under which conditions the drift term or the diffusion term is of negligible significance for the long term behaviour of X t .