Stochastic stability and the dirichlet problem
DOI10.1002/CPA.3160270303zbMATH Open0295.60046OpenAlexW1979353235MaRDI QIDQ4048321FDOQ4048321
Publication date: 1974
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160270303
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Asymptotic properties of solutions to ordinary differential equations (34D05) Boundary value problems for second-order elliptic equations (35J25)
Cites Work
Cited In (15)
- Two-dimensional stochastic exponential growth models
- Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
- Rate of decay for solutions of stochastic differential equations
- Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations
- Stability of nonlinear stochastic-evolution equations
- Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology
- Method of descent for stochastic systems of differential equations
- On the attractivity of imbedded systems
- Approximation theorem on stochastic stability
- Stability of linear delay equations under a small noise
- Stability of semi-Markov evolution systems and its application in financial mathematics
- Stochastic stability of coupled linear systems: a survey of methods and results
- Title not available (Why is that?)
- Random excitation of nonlinear elastic structures with internal resonances.
- Isolated singularities of degenerate elliptic equations in \(R^2\)
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