Stability of invariant measure of a stochastic differential equation describing molecular rotation
Applications of Mathematics, Tome 32 (1987) no. 5, pp. 346-354
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

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.
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.
DOI : 10.21136/AM.1987.104266
Classification : 60H10, 93E15
Keywords: structural stability; invariant measure of a stochastic differential equation; Lyapunov type function; molecular rotation model
@article{10_21136_AM_1987_104266,
     author = {Maslowski, Bohdan},
     title = {Stability of invariant measure of a stochastic differential equation describing molecular rotation},
     journal = {Applications of Mathematics},
     pages = {346--354},
     year = {1987},
     volume = {32},
     number = {5},
     doi = {10.21136/AM.1987.104266},
     mrnumber = {0909542},
     zbl = {0636.60058},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104266/}
}
TY  - JOUR
AU  - Maslowski, Bohdan
TI  - Stability of invariant measure of a stochastic differential equation describing molecular rotation
JO  - Applications of Mathematics
PY  - 1987
SP  - 346
EP  - 354
VL  - 32
IS  - 5
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104266/
DO  - 10.21136/AM.1987.104266
LA  - en
ID  - 10_21136_AM_1987_104266
ER  - 
%0 Journal Article
%A Maslowski, Bohdan
%T Stability of invariant measure of a stochastic differential equation describing molecular rotation
%J Applications of Mathematics
%D 1987
%P 346-354
%V 32
%N 5
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1987.104266/
%R 10.21136/AM.1987.104266
%G en
%F 10_21136_AM_1987_104266
Maslowski, Bohdan. Stability of invariant measure of a stochastic differential equation describing molecular rotation. Applications of Mathematics, Tome 32 (1987) no. 5, pp. 346-354. doi: 10.21136/AM.1987.104266

[1] J. McConell: Stochastic differential equation study of nuclear magnetic relaxation by spinrotational interactions. Physica 111A (1982), 85-113. | DOI

[2] I. I. Gikhman A. V. Skorokhod: Стохастические дифференциальные уравнения. Naukova Dumka, Kijev 1968.

[3] Kiyomasha Narita: Remarks on nonexplosion theorem for stochastic differential equations. Kodai Math. J. 5 (1982), 3, 395-401. | DOI | MR

[4] B. Maslowski: An application of l-condition in the theory of stochastic differential equations. Časopis pěst. mat. 123 (1987), 296-307 | MR

[5] B. Maslowski: Weak stability of a certain class of Markov processes and applications to nonsingular stochastic differential equations. to appear. | MR | Zbl

[6] B. Maslowski: Stability of solutions of stochastic differential equations. (Czech), Thesis, Math. Institute of Czech. Academy of Sciences, 1985.

[7] A. Lasota: Statistical stability of deterministic systems. Proc. of the Internat. Conf. held in Würzburg, FRG, 1982; Lecture Notes in Math. 1017, 386-419. | DOI | MR

[8] R. Z. Khasminskii: Устойчивсоть систем диффернциальных уравнений при случайных возмущениях их параметров. Nauka, Moscow 1969.

[9] M. Zakai: A Liapunov criterion for the existence of stationary probability distributions for systems perturbed by noise. SIAM J. Control 7 (1969), 390-397. | DOI | MR

Cité par Sources :