A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
- 1 August 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 7 (3), 390-397
- https://doi.org/10.1137/0307028
Abstract
Summary:Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated. The results as well as some earlier author's results on Liapunov type stability of the invariant measure are applied to a system describing molecular rotationKeywords
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