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Browsing by Author "Hafstein, Sigurdur"

Browsing by Author "Hafstein, Sigurdur"

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  • Guðmundsson, Skúli; Hafstein, Sigurdur (Hindawi Limited, 2018)
    We study stability for dynamical systems specifed by autonomous stochastic diferential equations of the form dX(t) = f(X(t))dt + g(X(t))dW(t), with (X(t))t≥0 an Rd -valued Ito process and ˆ (W(t))t≥0 an RQ-valued Wiener process, and the functions f ...