Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations
Bollettino della Unione matematica italiana, Série 8, 9B (2006) no. 3, pp. 545-566
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We consider the stochastic differential equation \begin{equation}\tag{1}dX(t) = a(X(t); \xi(t)) \, dt + \int_\Theta b(X(t); \theta) \mathcal{N}_p(dt; d\theta)\end{equation} for $t \geq 0$ with the initial condition $X(0) = x_{0}$. We give sufficient conditions for the asymptotic stability of the semigroup $\{P^{t}\}_{t \geq 0}$ generated by the stochastic differential equation (1).
@article{BUMI_2006_8_9B_3_a1,
author = {Horbacz, Katarzyna},
title = {Asymptotic stability of a semigroup generated by randomly connected {Poisson} driven differential equations},
journal = {Bollettino della Unione matematica italiana},
pages = {545--566},
publisher = {mathdoc},
volume = {Ser. 8, 9B},
number = {3},
year = {2006},
zbl = {1177.60058},
mrnumber = {2274111},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BUMI_2006_8_9B_3_a1/}
}
TY - JOUR AU - Horbacz, Katarzyna TI - Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations JO - Bollettino della Unione matematica italiana PY - 2006 SP - 545 EP - 566 VL - 9B IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/BUMI_2006_8_9B_3_a1/ LA - en ID - BUMI_2006_8_9B_3_a1 ER -
%0 Journal Article %A Horbacz, Katarzyna %T Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations %J Bollettino della Unione matematica italiana %D 2006 %P 545-566 %V 9B %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/BUMI_2006_8_9B_3_a1/ %G en %F BUMI_2006_8_9B_3_a1
Horbacz, Katarzyna. Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations. Bollettino della Unione matematica italiana, Série 8, 9B (2006) no. 3, pp. 545-566. http://geodesic.mathdoc.fr/item/BUMI_2006_8_9B_3_a1/