Ultimate boundedness and weak recurrence of stochastic evolution equations

DOI10.1080/07362999908809636MaRDI QIDQ4702156zbMATH OpenOpenAlexFDO

Authors Ruifeng Liu

Publication date 28 May 2000

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999908809636

zbMATH Keywords

coercivity conditionexponentially ultimate boundednessLyapunov functionsparabolic Ito equationstochastic evolution equationsultimate boundednessweak recurrenceweakly positive recurrence

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• Liapunov criteria for weak stochastic stability
• Semigroups of linear operators and applications to partial differential equations
• Stochastic partial differential equations and filtering of diffusion processes
• Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations

Cited in

(1)

• Bounds for a class of stochastic recursive equations

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