Stability and averaging properties of stochastic evolution equations
Maslowski, B.
Similarity:
Displaying similar documents to “Ivo Vrkoč sexagenarian”
Stability and averaging properties of stochastic evolution equations
Asymptotic stability condition for stochastic Markovian systems of differential equations
Efraim Shmerling (2010)
Mathematica Bohemica
Similarity:
Asymptotic stability of the zero solution for stochastic jump parameter systems of differential equations given by , where is a finite-valued Markov process and w(t) is a standard Wiener process, is considered. It is proved that the existence of a unique positive solution of the system of coupled Lyapunov matrix equations derived in the paper is a necessary asymptotic stability condition.
Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations.
Shaikhet, Leonid E., Roberts, Jason A. (2006)
Advances in Difference Equations [electronic only]
Similarity:
An averaging principle for stochastic evolution equations. II.
Bohdan Maslowski, Jan Seidler, Ivo Vrkoč (1991)
Mathematica Bohemica
Similarity:
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
Stability of invariant sets of Itô stochastic differential equations with Markovian switching.
Luo, Jiaowan (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Stability of invariant measure of a stochastic differential equation describing molecular rotation
Bohdan Maslowski (1987)
Aplikace matematiky
Similarity:
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.