Displaying similar documents to “Asymptotic behaviour of stochastic quasi dissipative systems”

On a stochastic SIR model

Elisabetta Tornatore, Stefania Maria Buccellato (2007)

Applicationes Mathematicae

Similarity:

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.

Invariant measures for nonlinear SPDE's: uniqueness and stability

Bohdan Maslowski, Jan Seidler (1998)

Archivum Mathematicum

Similarity:

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.

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

Stochastic invariance and consistency of financial models

Jerzy Zabczyk (2000)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Similarity:

The paper is devoted to a connection between stochastic invariance in infinite dimensions and a consistency question of mathematical finance. We derive necessary and sufficient conditions for stochastic invariance of Nagumo’s type for stochastic equations with additive noise. They are applied to Ornstein-Uhlenbeck processes and to specific financial models. The case of evolution equations with general noise is discussed also and a comparison with recent results obtained by geometric...