Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts

DOI10.1134/S1064562415010184MaRDI QIDQ2353063zbMATH OpenFDO

Authors Svetlana Anulova, A. Yu. Veretennikov

Publication date 7 July 2015

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1064562415010184

zbMATH Keywords

exponential convergencestochastic differential equationsstochastic mechanical systemsswitching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamics of a system of particles, including celestial mechanics (70F99)

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Cites work

• Bounds for the Mixing Rate in the Theory of Stochastic Equations
• Ergodic control of diffusion processes.
• Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
• scientific article; zbMATH DE number 5855958 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1416816 (Why is no real title available?)
• Noise expresses exponential growth under regime switching
• Noise suppresses or expresses exponential growth
• On polynomial mixing and convergence rate for stochastic difference and differential equations
• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

Cited in

(2)

• Quadratic Lyapunov function for stochastic mechanical systems with switching impacts
• Management of complex dynamical systems

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