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Stochastic Lyapunov method

Nonlinear Differential Equations and Applications NoDEA, 1995
Let \((\Omega, {\mathcal F}, P)\) be a complete probability space, and let \(\{{\mathcal F}_t \subset {\mathcal F}\}\) be an increasing family of \(\sigma\)-sub-algebras adopted to a standard \(m\)-dimensional Wiener process \(W\). The authors consider solutions to the stochastic differential equation (*) \(dx = f(x(t)) dt + \sigma (x(t)) dW(t)\), \(x \
Aubin, Jean-Pierre, Da Prato, Giuseppe
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