Stability for a random evolution equation with Gaussian perturbation

DOI10.1016/S0022-247X(02)00163-4zbMath1006.60056MaRDI QIDQ1851311

Fu-bao Xi

Publication date: 16 December 2002

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

zbMATH Keywords

stabilityWasserstein metriccouplingrandom evolution equationasymptotic flatness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (max. 100)

Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ On the stability of diffusion processes with state-dependent switching ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching ⋮ On the stability of jump-diffusions with Markovian switching ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process

Cites Work

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• Stability in distribution for a class of singular diffusions
• Coupling methods for multidimensional diffusion processes
• Stability of stochastic differential equations with Markovian switching
• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Stability of a random diffusion with linear drift
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

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