Perturbed linear stochastic dynamical systems

DOI10.1016/0022-0396(83)90086-4MaRDI QIDQ1053356zbMATH OpenOpenAlexFDO

Authors Chun-Ping Tsai

Publication date 1983

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(83)90086-4

zbMATH Keywords

invariant measuresmall perturbationsrepresentation of solutionsergodic expansions

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3297399 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Ergodic expansions in small noise problems
• Expansions in nearly linear stochastic dynamical problems
• On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations
• Perturbed Stochastic Linear Regulator Problems
• Stochastic Control for Small Noise Intensities
• Stochastically perturbed dynamical systems
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process

Cited in

(1)

• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions

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