Publication:3979030
From MaRDI portal
zbMath0741.60047MaRDI QIDQ3979030
Publication date: 26 June 1992
stochastic differential equation; recurrence; invariant measure; transience; Lyapunov exponent; stable fixed point
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05: Ordinary differential equations and systems with randomness
Related Items
Small noise expansion of moment lyapunov exponents for two-dimensional systems, Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set, Robust Feedback Stabilization of N-Level Quantum Spin Systems, Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates, Some aspects of chaotic and stochastic dynamics for structural systems., Random switching between vector fields having a common zero, Persistence in stochastic Lotka-Volterra food chains with intraspecific competition, First-order weak balanced schemes for stochastic differential equations, A mathematical framework for critical transitions: bifurcations, fast-slow systems and stochastic dynamics, Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation, Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes