Stochastic perturbation of dynamical systems: The weak convergence of measures

DOI10.1016/0022-247X(89)90333-8zbMath0668.93081MaRDI QIDQ1118565

Michael C. Mackey, Andrzej Lasota

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceasymptotic behaviourrandom perturbationscontractive property

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)

Related Items (5)

Absolute regularity and ergodicity of Poisson count processes ⋮ An ergodic decomposition defined by transition probabilities ⋮ Fixed point of some Markov operator of Frobenius-Perron type generated by a random family of point-transformations in \(\mathbb{R}^d\) ⋮ Asymptotic behaviors of randomly perturbed dynamical systems ⋮ A simple nonlinear time series model with misleading linear properties

Cites Work

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• On the significance of absolutely continuous invariant measures
• Noise and statistical periodicity
• Randomness implies order
• Small random perturbations of dynamical systems and the definition of attractors
• Iterated function systems and the global construction of fractals
• Probabilistic Properties of Deterministic Systems
• Solution of an inverse problem for fractals and other sets
• ON SMALL RANDOM PERTURBATIONS OF SOME SMOOTH DYNAMICAL SYSTEMS
• Iteration of random-valued functions on the unit interval
• Optimal Discounted Stochastic Control for Diffusion Processes

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