Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula

Applied Mathematics and Optimization

Volumn 44, Issue 3, 2001, Pages 203-225

  Bonaccorsi, S ^a   Tessitore, G ^b  

^a UNIVERSITY OF TRENTO   (Italy)

^b UNIVERSITY OF GENOA   (Italy)

Author keywords

Existence and uniqueness of invariant measure; Malliavin calculus; Mean square stability; Skorohod anticipative integral; Stochastic evolution equations in infinite dimensional spaces

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); INTEGRAL EQUATIONS; INTEGRATION; LYAPUNOV METHODS; MATHEMATICAL OPERATORS; PROBLEM SOLVING; RICCATI EQUATIONS;

ANTICIPATIVE VARIATION; ASYMPTOTIC BEHAVIOR; INFINITE DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS; MALLIAVIN CALCULUS; MEAN SQUARE STABILITY; SKOROHOD ANTICIPATIVE INTEGRAL; STOCHASTIC EVOLUTION EQUATIONS; WIENER PROCESS;

RANDOM PROCESSES;

EID: 0242456893     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-001-0020-z     Document Type: Article

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