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)

Review text

The author studies the weak recurrence property to a compact set for the strong solutions of stochastic evolution equations under coercivity condition in a Hilbert space. Under an appropriate condition on the Gelfand triplet, it is concluded that the solution is weakly recurrent to a compact set if it is ultimately bounded in mean square sense (m.s.s.) and weakly positive recurrent to a compact set if it is exponentially ultimately bounded in m.s.s. The problem is also studied in terms of Lyapunov functions. An example of 1-dimensional parabolic Itô equation is considered.

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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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