Stochastic stability and the dirichlet problem
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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)
Cited in
(16)- 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
- Metastability in parabolic equations and diffusion processes with a small parameter
- scientific article; zbMATH DE number 3608906 (Why is no real title available?)
- Random excitation of nonlinear elastic structures with internal resonances.
- Isolated singularities of degenerate elliptic equations in R^2
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