Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation

Jian Cheng, John A. D. Appleby, Aleksandra Rodkina

Publication date: 2 March 2015

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://aimsciences.org/journals/displayPaperPro.jsp?paperID=6764

zbMATH Keywords

stochastic differential equation asymptotic stability simulated annealing unbounded recurrent fading stochastic perturbations globally bounded

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Robust stability (93D09) Stochastic stability in control theory (93E15)

Related Items (8)

Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise ⋮ Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications ⋮ Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process ⋮ Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise ⋮ Consensus Conditions of Continuous-Time Multi-Agent Systems with Additive and Multiplicative Measurement Noises ⋮ Growth and fluctuation in perturbed nonlinear Volterra equations ⋮ Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations ⋮ On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

This page was built for publication: Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation