Ergodic expansions in small noise problems

DOI10.1016/0022-0396(74)90015-1zbMath0288.34055OpenAlexW2026813910MaRDI QIDQ1846553

Charles J. Holland

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0022-0396(74)90015-1

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions ⋮ Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles ⋮ Expansions in nearly linear stochastic dynamical problems ⋮ Perturbed linear stochastic dynamical systems

Cites Work

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• Stochastically perturbed dynamical systems
• 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
• A computational approach to optimal control of stochastic saturating systems
• Converse Theorems for Stochastic Liapunov Functions
• 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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