Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations
Horbacz, Katarzyna
Bollettino dell'Unione Matematica Italiana, Tome 9-A (2006), p. 545-566 / Harvested from Biblioteca Digitale Italiana di Matematica
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We consider the stochastic differential equation d⁢X⁢(t)=a⁢(X⁢(t);ξ⁢(t))⁢d⁢t+∫Θb⁢(X⁢(t);θ)⁢𝒩p⁢(d⁢t;d⁢θ) for t≥0 with the initial condition X⁢(0)=x0. We give sufficient conditions for the asymptotic stability of the semigroup {Pt}t≥0 generated by the stochastic differential equation (1).

Si considera l'equazione differenziale stocastica del tipo d⁢X⁢(t)=a⁢(X⁢(t);ξ⁢(t))⁢d⁢t+∫Θb⁢(X⁢(t);θ)⁢𝒩p⁢(d⁢t;d⁢θ) per t≥0 con condizione iniziale X⁢(0)=x0. Diamo condizioni sufficienti per la stabilità delle soluzioni che generano il semigruppo degli operatori di Markov.

Publié le : 2006-10-01
@article{BUMI_2006_8_9B_3_545_0,
     author = {Katarzyna Horbacz},
     title = {Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations},
     journal = {Bollettino dell'Unione Matematica Italiana},
     volume = {9-A},
     year = {2006},
     pages = {545-566},
     zbl = {1177.60058},
     mrnumber = {2274111},
     language = {en},
     url = {http://dml.mathdoc.fr/item/BUMI_2006_8_9B_3_545_0}
}

Horbacz, Katarzyna. Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations. Bollettino dell'Unione Matematica Italiana, Tome 9-A (2006) pp. 545-566. http://gdmltest.u-ga.fr/item/BUMI_2006_8_9B_3_545_0/

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