Perturbed linear stochastic dynamical systems

DOI10.1016/0022-0396(83)90086-4zbMath0517.60063OpenAlexW2044281743MaRDI QIDQ1053356

Chun-Ping Tsai

Publication date: 1983

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(83)90086-4

zbMATH Keywords

invariant measuresmall perturbationsrepresentation of solutionsergodic expansions

Mathematics Subject Classification ID

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

Related Items (1)

Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions

Cites Work

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• Stochastically perturbed dynamical systems
• Expansions in nearly linear stochastic dynamical problems
• Ergodic expansions in small noise problems
• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• Perturbed Stochastic Linear Regulator Problems
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Stochastic Control for Small Noise Intensities
• On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations

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