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

DOI10.1080/14689360110069439MaRDI QIDQ4444073zbMATH OpenOpenAlexFDO

Authors 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

exponential stabilityLyapunov functionrandom attractorsrandom fixed pointsstationary solutionsstochastic differential equationstwo-point motion

Mathematics Subject Classification ID

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

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Cites work

• Attractors for random dynamical systems
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• The random attractor of the stochastic Lorenz system

Cited in

(16)

• Lyapunov functions for semimartingale reflecting Brownian motions
• Stochastic Lyapunov functions without differentiability at supposed equilibria
• Stationary solutions for stochastic differential equations driven by Lévy processes
• Lasalle-type theorems for general nonlinear stochastic functional differential equations by multiple Lyapunov functions
• Construction of Lyapunov functionals for stochastic difference equations with continuous time
• 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
• Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise
• Non-homogeneous random walks. Lyapunov function methods for near-critical stochastic systems
• Existence of random invariant periodic curves via random semiuniform ergodic theorem
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
• Exponential stability of non-autonomous stochastic delay lattice systems with multiplicative noise
• Non-Autonomous stochastic differential equations in hubert spaces: Lyapunov Function, stability and ultimate boundedness
• Almost Global Stochastic Stability
• Detecting stochastic governing laws with observation on stationary distributions

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