Title:
|
An application of $l$-condition in the theory of stochastic differential equations (English) |
Title:
|
Aplikace $l$-podmínky v teorii stochastických diferenciálních rovnic (Czech) |
Author:
|
Maslowski, Bohdan |
Language:
|
English |
Journal:
|
Časopis pro pěstování matematiky |
ISSN:
|
0528-2195 |
Volume:
|
112 |
Issue:
|
3 |
Year:
|
1987 |
Pages:
|
296-307 |
Summary lang:
|
English |
Summary lang:
|
Czech |
Summary lang:
|
Russian |
. |
Category:
|
math |
. |
MSC:
|
60H10 |
idZBL:
|
Zbl 0645.60063 |
idMR:
|
MR905976 |
DOI:
|
10.21136/CPM.1987.118311 |
. |
Date available:
|
2009-09-23T09:42:41Z |
Last updated:
|
2020-07-29 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118311 |
. |
Reference:
|
[1] A. Lasota: Statistical stability of deterministic systems.Proc. of the international conf. held in Würzbuгg, FRG, August 23-28, 1982, Lecture Notes in Math. 1017, 386-419. MR 0726599 |
Reference:
|
[2] Kiyomasha Narita: Remarks on nonexplosion theorem foг stochastic differential equations.Kodai Math. J., 5 (1982), 3, 395-401. MR 0684796 |
Reference:
|
[3] A. Friedman: Partial Diffeгential Equations of Paгabolic Type.Prentice-Hall, Inc, Englewood Cliffs, N.J., 1964. MR 0181836 |
Reference:
|
[4] R. Z. Khasminskii: Stochastic stability of differential equations.(Russian). Nauka, Moscow, 1969. (English translation: Sijthoff and Noordhoff, Аlphen aan den Rijn, Germantown, 1980). MR 0600653 |
Reference:
|
[5] A.M. Iľiin R. Z. Khasminskii: Аsymptotic behavior of solutions of parabolic equations and ergodic properties of nonhomogeneous diffusion systems.(Russian). Matemat. sbornik 60, 3(1963), 366-392. MR 0149112 |
Reference:
|
[6] A. Friedman: Stochastic Differential Equations and Аpplications, vol. I.Аcademic Press, N.Y. 1975. |
Reference:
|
[7] M. Duflo D. Revuz: Proprietes asymptotiques des probabilites de transition des processus Markov recurrents.Аnn. Inst. Henri Poincare 5 (1969), 233-244. MR 0273680 |
Reference:
|
[8] L. Stettner: On ergodic decomposition of Felleг Markov processes.to appear. |
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