From fractals to stochastic differential equations. (English) Zbl 0835.60058
Garbaczewski, Piotr (ed.) et al., Chaos: the interplay between stochastic and deterministic behaviour. Proceedings of the XXXIst winter school of theoretical physics held in Karpacz, Poland, 13-24 February 1995. Karpacz: Springer-Verlag. Lect. Notes Phys. 457, 235-255 (1995).
Summary: New sufficient conditions for asymptotic stability of Markov operators on metric spaces are presented. These criteria are applied to iterated function systems and stochastic differential equations with Poisson type perturbations.
For the entire collection see [Zbl 0826.00026].
For the entire collection see [Zbl 0826.00026].
MSC:
| 60H99 | Stochastic analysis |
| 60J35 | Transition functions, generators and resolvents |
| 60H15 | Stochastic partial differential equations (aspects of stochastic analysis) |
| 93E15 | Stochastic stability in control theory |
