Expansions in nearly linear stochastic dynamical problems

DOI10.1016/0022-0396(82)90096-1zbMath0507.60052OpenAlexW2084961435MaRDI QIDQ1837473

Chun-Ping Tsai

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0022-0396(82)90096-1

zbMATH Keywords

invariant measureergodic measuresmall parameter in the drift coefficient

Mathematics Subject Classification ID

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

Related Items (1)

Perturbed linear stochastic dynamical systems

Cites Work

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• Stochastically perturbed dynamical systems
• Ergodic expansions in small noise problems
• Liapunov criteria for weak stochastic stability
• A Liapunov method for the estimation of statistical averages
• 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
• On the Ultimate Boundedness of Moments Associated with Solutions of Stochastic Differential Equations

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