Lyapunov functions and non-trivial stationary solutions of stochastic differential equations

DOI10.1080/14689360110069439zbMath1038.60050OpenAlexW2077799830MaRDI QIDQ4444073

Björn Schmalfuss

Publication date: 2001

Published in: Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14689360110069439

zbMATH Keywords

Lyapunov functionexponential stabilitystochastic differential equationsstationary solutionsrandom attractorsrandom fixed pointstwo-point motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Related Items (8)

THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE ⋮ Exponential stability of non-autonomous stochastic delay lattice systems with multiplicative noise ⋮ Stationary solutions for stochastic differential equations driven by Lévy processes ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Detecting stochastic governing laws with observation on stationary distributions ⋮ Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations ⋮ Synchronization and averaging principle of stationary solutions for stochastic differential equations ⋮ The existence of evolution systems of measures of non-autonomous stochastic differential equations with infinite delays

Cites Work

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• Attractors for random dynamical systems
• The random attractor of the stochastic Lorenz system
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory

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