General decay stability for stochastic functional differential equations with infinite delay.
Liu, Yue, Meng, Xuejing, Wu, Fuke (2010)
International Journal of Stochastic Analysis
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Liu, Yue, Meng, Xuejing, Wu, Fuke (2010)
International Journal of Stochastic Analysis
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Benjelloun, K., Boukas, E.K. (1997)
Mathematical Problems in Engineering
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Bohdan Maslowski (1987)
Aplikace matematiky
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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.
Chen, Huabin (2009)
Journal of Inequalities and Applications [electronic only]
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Bohdan Maslowski, Jan Seidler (1998)
Archivum Mathematicum
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The paper presents a review of some recent results on uniqueness of invariant measures for stochastic differential equations in infinite-dimensional state spaces, with particular attention paid to stochastic partial differential equations. Related results on asymptotic behaviour of solutions like ergodic theorems and convergence of probability laws of solutions in strong and weak topologies are also reviewed.
Elisabetta Tornatore, Stefania Maria Buccellato (2007)
Applicationes Mathematicae
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We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.
Bohdan Maslowski, Jan Seidler, Ivo Vrkoč (1991)
Mathematica Bohemica
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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.