Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs

DOI10.1080/17442508608833369zbMath0585.60060OpenAlexW1967509631MaRDI QIDQ3709556

Harold J. Kushner, Hai Huang

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833369

zbMATH Keywords

convergence in lawconditional distributionsstochastic parabolic equationstationary conditional distribution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

A partial history of the early development of continuous-time nonlinear stochastic systems theory

Cites Work

• Semigroups of conditioned shifts and approximation of Markov processes
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Filtering for Linear Distributed Parameter Systems
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