Effects of time delay and noise on asymptotic stability in human quiet standing model.
Effet d'un bruit blanc sur l'oscillateur harmonique de dimension d
Elements of stochastic analysis
Équation différentielle stochastique (EDS) sur et sur
Équations de structure des martingales et probabilités quantiques
Équations de structure pour des martingales vectorielles
Équations différentielles stochastiques
Équations différentielles stochastiques. La méthode de Métivier-Pellaumail
Équations différentielles stochastiques linéaires : la méthode de variation des constantes
Équations différentielles stochastiques lipschitziennes
Équations différentielles stochastiques multivoques
Équations différentielles stochastiques multivoques unidimensionnelles
Équations différentielles stochastiques rétrogrades : le cas localement lipschitzien
Équations stochastiques à coefficients analytiques et séries de Taylor stochastiques
Equazione stocastica di dinamica di popolazioni di tipo preda-predatore
Si considera l'equazione stocastica che modellizza la dinamica di popolazioni di due specie di tipo preda-predatore sotto perturbazioni stocastiche. Si dimostrano in primo luogo l'esistenza e l'unicità della soluzione dell'equazione; per questo è essenziale introdurre una funzione ausiliaria con cui si costruiscono soluzioni approssimate. Si dimostra inoltre che, se non sono presenti perturbazioni stocastiche dovute alla stocasticità demografica, ma solo perturbazioni stocastiche rappresentanti...
Equivalent cost functionals and stochastic linear quadratic optimal control problems
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...
Ergodic behaviour of stochastic parabolic equations
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...
Ergodicity for the stochastic complex Ginzburg–Landau equations
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...