Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures

DOI10.1080/17442508208833207zbMath0483.60049OpenAlexW1994355336WikidataQ126242454 ScholiaQ126242454MaRDI QIDQ5905082

Harold J. Kushner

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833207

zbMATH Keywords

invariant measuresLyapunov functionswide band noiseapproximation of diffusions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Convergence of probability measures (60B10)

Related Items (1)

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

Cites Work

• Unnamed Item
• Semigroups of conditioned shifts and approximation of Markov processes
• Stochastic stability and control
• Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides
• On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
• Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Asymptotic theory of mixing stochastic ordinary differential equations
• Finite regular invariant measures for Feller processes

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