On moment-dissipative stochastic dynamical systems

zbMATH Open1010.65003MaRDI QIDQ2761986FDOQ2761986

Authors: Henri Schurz 

Publication date: 15 May 2003

Published in: Dynamic Systems and Applications (Search for Journal in Brave)

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zbMATH Keywords

stabilitydissipativityconstructivityimplicit Euler numerical methodsnonlinear, nonautonomous stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (12)

• Stochastic asymptotic stability of SIR model with variable diffusion rates
• Determining modes for dissipative random dynamical systems
• A brief review on stability investigations of numerical methods for systems of stochastic differential equations
• Exponential mean square stability of numerical methods for systems of stochastic differential equations
• Dissipativity theory and applications of nonlinear stochastic systems with Markov jump and Lévy noise
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• Factorial moment espansion for stochastic systems
• A coordinate-free approach to the method of moments in the theory of multidimensional stochastic systems
• Title not available (Why is that?)
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
• Undamped nonlinear beam excited by additive \(L^{2}\)-regular noise
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion

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