Publication:4693053
From MaRDI portal
zbMath0695.60055MaRDI QIDQ4693053
Publication date: 5 June 1993
stability; invariant measures; resolvents; ergodic theory; Lyapunov function method; mean square stability; examples and counterexamples; asymptotic behaviour of stochastic differential equations; selected problems of current research interest; stability of sample paths
93E11: Filtering in stochastic control theory
60J25: Continuous-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
47A35: Ergodic theory of linear operators
34K20: Stability theory of functional-differential equations
60J60: Diffusion processes
34F05: Ordinary differential equations and systems with randomness
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
28D10: One-parameter continuous families of measure-preserving transformations
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