Stability of invariant measure of a stochastic differential equation describing molecular rotation

Bohdan Maslowski

Aplikace matematiky (1987)

  • Volume: 32, Issue: 5, page 346-354
  • ISSN: 0862-7940

Abstract

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Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated. The results as well as some earlier author's results on Liapunov type stability of the invariant measure are applied to a system describing molecular rotation.

How to cite

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Maslowski, Bohdan. "Stability of invariant measure of a stochastic differential equation describing molecular rotation." Aplikace matematiky 32.5 (1987): 346-354. <http://eudml.org/doc/15506>.

@article{Maslowski1987,
abstract = {Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated. The results as well as some earlier author's results on Liapunov type stability of the invariant measure are applied to a system describing molecular rotation.},
author = {Maslowski, Bohdan},
journal = {Aplikace matematiky},
keywords = {structural stability; invariant measure of a stochastic differential equation; Lyapunov type function; molecular rotation model; structural stability; invariant measure of a stochastic differential equation; Lyapunov type function; molecular rotation model},
language = {eng},
number = {5},
pages = {346-354},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Stability of invariant measure of a stochastic differential equation describing molecular rotation},
url = {http://eudml.org/doc/15506},
volume = {32},
year = {1987},
}

TY - JOUR
AU - Maslowski, Bohdan
TI - Stability of invariant measure of a stochastic differential equation describing molecular rotation
JO - Aplikace matematiky
PY - 1987
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 32
IS - 5
SP - 346
EP - 354
AB - Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated. The results as well as some earlier author's results on Liapunov type stability of the invariant measure are applied to a system describing molecular rotation.
LA - eng
KW - structural stability; invariant measure of a stochastic differential equation; Lyapunov type function; molecular rotation model; structural stability; invariant measure of a stochastic differential equation; Lyapunov type function; molecular rotation model
UR - http://eudml.org/doc/15506
ER -

References

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  1. J. McConell, 10.1016/0378-4371(82)90084-X, Physica 111A (1982), 85-113. (1982) DOI10.1016/0378-4371(82)90084-X
  2. I. I. Gikhman A. V. Skorokhod, Стохастические дифференциальные уравнения, Naukova Dumka, Kijev 1968. (1968) 
  3. Kiyomasha Narita, 10.2996/kmj/1138036606, Kodai Math. J. 5 (1982), 3, 395-401. (1982) MR0684796DOI10.2996/kmj/1138036606
  4. B. Maslowski, An application of l-condition in the theory of stochastic differential equations, Časopis pěst. mat. 123 (1987), 296-307 (1987) MR0905976
  5. B. Maslowski, Weak stability of a certain class of Markov processes and applications to nonsingular stochastic differential equations, to appear. Zbl0644.60050MR0944482
  6. B. Maslowski, Stability of solutions of stochastic differential equations, (Czech), Thesis, Math. Institute of Czech. Academy of Sciences, 1985. (1985) 
  7. A. Lasota, 10.1007/BFb0103267, Proc. of the Internat. Conf. held in Würzburg, FRG, 1982; Lecture Notes in Math. 1017, 386-419. (1982) MR0726599DOI10.1007/BFb0103267
  8. R. Z. Khasminskii, Устойчивсоть систем диффернциальных уравнений при случайных возмущениях их параметров, Nauka, Moscow 1969. (1969) 
  9. M. Zakai, 10.1137/0307028, SIAM J. Control 7 (1969), 390-397. (1969) MR0263176DOI10.1137/0307028

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