Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts

DOI10.1134/S1064562415010184zbMath1330.60071MaRDI QIDQ2353063

Svetlana Anulova, Alexander Yu. Veretennikov

Publication date: 7 July 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsexponential convergenceswitchingstochastic mechanical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamics of a system of particles, including celestial mechanics (70F99)

Related Items (2)

Quadratic Lyapunov function for stochastic mechanical systems with switching impacts ⋮ Management of complex dynamical systems

Cites Work

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• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
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• Noise suppresses or expresses exponential growth
• On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
• Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
• Ergodic Control of Diffusion Processes
• Bounds for the Mixing Rate in the Theory of Stochastic Equations

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