Publication:4693173

zbMath0709.60057MaRDI QIDQ4693173

Anatoli V. Skorokhod

Publication date: 5 June 1993

zbMATH Keywords

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

Mathematics Subject Classification ID

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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