A criterion on a repeller being a null set of any limit measure for stochastic differential equations
DOI10.1007/S11425-019-1624-8zbMATH Open1478.34069OpenAlexW3008502222MaRDI QIDQ829446FDOQ829446
Authors: Lifeng Chen, Zhao Dong, Jifa Jiang
Publication date: 6 May 2021
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-019-1624-8
Recommendations
- Setwise convergence of solution measures of stochastic differential equations
- scientific article; zbMATH DE number 4030652
- scientific article; zbMATH DE number 6131667
- On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
- On limit measures and their supports for stochastic ordinary differential equations
- scientific article; zbMATH DE number 2186514
- Stability of limit measures induced by stochastic differential equations on Hilbert space
- scientific article; zbMATH DE number 4024436
- scientific article; zbMATH DE number 4201291
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations
Lyapunov functionstationary measuresupportlimit measurerepelling limit cyclerepelling quasi-periodic orbits
Convergence of probability measures (60B10) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Ordinary differential equations and systems with randomness (34F05)
Cites Work
- Monotone random systems theory and applications
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Integral identity and measure estimates for stationary Fokker-Planck equations
- ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
- Systems of Differential Equations That are Competitive or Cooperative. IV: Structural Stability in Three-Dimensional Systems
- Smoothing Derivatives of Functions and Applications
- Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
- Laplace's method revisited: Weak convergence of probability measures
- Stochastic approximation algorithms with constant step size whose average is cooperative
- Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection
- On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
- A data-driven method for the steady state of randomly perturbed dynamics
Cited In (2)
This page was built for publication: A criterion on a repeller being a null set of any limit measure for stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829446)