Stability of invariant measure of a stochastic differential equation describing molecular rotation
Maslowski, Bohdan
Applications of Mathematics, Tome 32 (1987), p. 346-354 / Harvested from Czech Digital Mathematics Library
Access to full text
Full (PDF)

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.

Publié le : 1987-01-01
Classification:  60H10,  93E15 
@article{104266,
     author = {Bohdan Maslowski},
     title = {Stability of invariant measure of a stochastic differential equation describing molecular rotation},
     journal = {Applications of Mathematics},
     volume = {32},
     year = {1987},
     pages = {346-354},
     zbl = {0636.60058},
     mrnumber = {0909542},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104266}
}

Maslowski, Bohdan. Stability of invariant measure of a stochastic differential equation describing molecular rotation. Applications of Mathematics, Tome 32 (1987) pp. 346-354. http://gdmltest.u-ga.fr/item/104266/

J. Mcconell Stochastic differential equation study of nuclear magnetic relaxation by spinrotational interactions, Physica 111A (1982), 85-113. (1982) | Article

I. I. Gikhman A. V. Skorokhod Стохастические дифференциальные уравнения, Naukova Dumka, Kijev 1968. (1968)

Kiyomasha Narita Remarks on nonexplosion theorem for stochastic differential equations, Kodai Math. J. 5 (1982), 3, 395-401. (1982) | Article | MR 0684796

B. Maslowski An application of l-condition in the theory of stochastic differential equations, Časopis pěst. mat. 123 (1987), 296-307 (1987) | MR 0905976

B. Maslowski Weak stability of a certain class of Markov processes and applications to nonsingular stochastic differential equations, to appear. | MR 0944482 | Zbl 0644.60050

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

A. Lasota Statistical stability of deterministic systems, Proc. of the Internat. Conf. held in Würzburg, FRG, 1982; Lecture Notes in Math. 1017, 386-419. (1982) | MR 0726599

R. Z. Khasminskii Устойчивсоть систем диффернциальных уравнений при случайных возмущениях их параметров, Nauka, Moscow 1969. (1969)

M. Zakai A Liapunov criterion for the existence of stationary probability distributions for systems perturbed by noise, SIAM J. Control 7 (1969), 390-397. (1969) | Article | MR 0263176