Add to ORKGIn this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment stability of a SDE in terms of the coefficients. Finally we prove a vanishing result for the fundamental group of a complete Riemannian manifold in terms of purely geometrical quantities
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
Nonlinear dissipativity, asymptotical stability, and contractivity of (ordinary) stochastic differen...
A lot of works has been devoted to stability analysis of a stationary point for linear and non-linea...
In this paper, we study stochastic functional differential equations (sfde's) whose solutions a...
AbstractWe state and prove a Local Stable Manifold Theorem (Theorem 4.1) for non-linear stochastic d...
AbstractWe consider non-linear stochastic functional differential equations (sfde's) on Euclidean sp...
this paper have been submitted for publication elsewhere. it is shown that the behaviour of the lin...
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial dif...
The main objective of the talk is to characterize the pathwise local structure of solutions of semil...
A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows an...
Le Jan and Watanabe showed that a non-degenerate stochastic flow f¸ t : t 0g on a manifold M deter...
The main objective of this work is to characterize the pathwise local structure of solutions of semi...
Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a co...
The purpose of this paper is to provide a both comprehensive and summarizing account on recent resul...
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
Nonlinear dissipativity, asymptotical stability, and contractivity of (ordinary) stochastic differen...
A lot of works has been devoted to stability analysis of a stationary point for linear and non-linea...
In this paper, we study stochastic functional differential equations (sfde's) whose solutions a...
AbstractWe state and prove a Local Stable Manifold Theorem (Theorem 4.1) for non-linear stochastic d...
AbstractWe consider non-linear stochastic functional differential equations (sfde's) on Euclidean sp...
this paper have been submitted for publication elsewhere. it is shown that the behaviour of the lin...
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial dif...
The main objective of the talk is to characterize the pathwise local structure of solutions of semil...
A basic 1982 treatment of stochastic differential equations on manifolds and their solution flows an...
Le Jan and Watanabe showed that a non-degenerate stochastic flow f¸ t : t 0g on a manifold M deter...
The main objective of this work is to characterize the pathwise local structure of solutions of semi...
Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a co...
The purpose of this paper is to provide a both comprehensive and summarizing account on recent resul...
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local...
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent rese...
Nonlinear dissipativity, asymptotical stability, and contractivity of (ordinary) stochastic differen...