Stability for a random evolution equation with Gaussian perturbation

DOI10.1016/S0022-247X(02)00163-4MaRDI QIDQ1851311zbMATH OpenFDO

Authors Fubao Xi

Publication date 16 December 2002

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Wasserstein metricstabilitycouplingasymptotic flatnessrandom evolution equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3688420 (Why is no real title available?)
• scientific article; zbMATH DE number 53531 (Why is no real title available?)
• scientific article; zbMATH DE number 195091 (Why is no real title available?)
• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Coupling methods for multidimensional diffusion processes
• Stability in distribution for a class of singular diffusions
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stability of a random diffusion with linear drift
• Stability of stochastic differential equations with Markovian switching

Cited in

(9)

• Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
• On the stability of diffusion processes with state-dependent switching
• Feller property and exponential ergodicity of diffusion processes with state-dependent switching
• Invariant measures for random evolution equation with small perturbations
• Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
• Random Semilinear Evolution Equations in Banach Spaces
• scientific article; zbMATH DE number 889899 (Why is no real title available?)
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• On the stability of jump-diffusions with Markovian switching

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