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Horbacz, Katarzyna:
Asymptotic stability of a semigroup generated by randomly connected Poisson driven differential equations
Bollettino dell'Unione Matematica Italiana Serie 8 9-B (2006), fasc. n.3, p. 545-566, (English)
pdf (494 Kb), djvu (192 Kb). | MR 2274111 | Zbl 1177.60058

Sunto

Si considera l'equazione differenziale stocastica del tipo \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} per $t \geq 0$ con condizione iniziale $X(0) = x_0$. Diamo condizioni sufficienti per la stabilità delle soluzioni che generano il semigruppo degli operatori di Markov.
Referenze Bibliografiche
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[13] A. LASOTA - M.C. MACKEY, Chaos, Fractals and Noise - Stochastic Aspect of Dynamics, Springer-Verlag New York (1994).
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