A 2-dimensional SDE whose solutions are not unique.
Swart, Jan M. (2001)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations.”
A 2-dimensional SDE whose solutions are not unique.
Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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On the decay rate of solutions of non-autonomous differential systems.
Caraballo, Tomás (2001)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Some limit theorems for one type of stochastic integro-differential equations.
Janković, Svetlana (1987)
Publications de l'Institut Mathématique. Nouvelle Série
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Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations.
Appleby, John A.D. (2002)
Electronic Communications in Probability [electronic only]
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Support of a Marcus equation in dimension 1.
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
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Integral inequality and exponential stability for neutral stochastic partial differential equations with delays.
Chen, Huabin (2009)
Journal of Inequalities and Applications [electronic only]
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Asymptotic behaviour of stochastic quasi dissipative systems
Giuseppe Da Prato (2002)
ESAIM: Control, Optimisation and Calculus of Variations
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We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.
Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic perturbations.
Appleby, John A.D., Freeman, Alan (2003)
Electronic Journal of Probability [electronic only]
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Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.
Dalang, Robert C. (1999)
Electronic Journal of Probability [electronic only]
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Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Lototsky, Sergey V. (2001)
Electronic Journal of Probability [electronic only]
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On the discretization in time of parabolic stochastic partial differential equations
Jacques Printems (2001)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker...