Ultimate boundedness and weak recurrence of stochastic evolution equations

DOI10.1080/07362999908809636zbMath0937.60054OpenAlexW2058716275MaRDI QIDQ4702156

Ruifeng Liu

Publication date: 28 May 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809636

zbMATH Keywords

Lyapunov functionsultimate boundednessstochastic evolution equationscoercivity conditionweak recurrenceexponentially ultimate boundednessparabolic Ito equationweakly positive recurrence

Mathematics Subject Classification ID

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

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Liapunov criteria for weak stochastic stability
• Stochastic partial differential equations and filtering of diffusion processes
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations
• Unnamed Item

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