Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures

DOI10.1080/17442508208833207zbMath0479.60037OpenAlexW1994355336WikidataQ126242454 ScholiaQ126242454MaRDI QIDQ5905049

Harold J. Kushner

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833207

zbMATH Keywords

diffusion approximationexit time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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Cites Work

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• Semigroups of conditioned shifts and approximation of Markov processes
• Stochastic stability and control
• Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
• On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
• Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Asymptotic theory of mixing stochastic ordinary differential equations
• Finite regular invariant measures for Feller processes

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