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Artículo
Comparison of the long-time behaviour of linear Ito and Stratonovich partial differential equations
dc.creator | Caraballo Garrido, Tomás | es |
dc.creator | Langa Rosado, José Antonio | |
dc.date.accessioned | 2015-04-08T10:27:08Z | |
dc.date.available | 2015-04-08T10:27:08Z | |
dc.date.issued | 2006 | es |
dc.identifier.citation | Caraballo Garrido, T. y Langa Rosado, J.A. (2006). Comparison of the long-time behaviour of linear Ito and Stratonovich partial differential equations. Stochastic Analysis and Applications, 18 (4), 863-880. | es |
dc.identifier.issn | 0736-2994 | es |
dc.identifier.uri | http://hdl.handle.net/11441/23656 | |
dc.description.abstract | In this paper, we point out the different long-time behaviour of stochastic partial differential equations when one considers the stochastic term in the Ito or Stratonovich sense. In particular, we prove that the Stratonovich interpretation may not produce modification in the exponential stability of the deterministic model for a wide range of stochastic perturbations, while Ito’s one can give different results. In fact, some stabilization or destabilization effect can be obtained. | |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.relation.ispartof | Stochastic Analysis and Applications, 18(4), 863-880 | es |
dc.rights | Atribución-NoComercial-SinDerivadas 4.0 España | es |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0 | es |
dc.subject | Almost sure exponential stability | |
dc.subject | Stabilization | en |
dc.subject | Destabilization | en |
dc.subject | Linear Ito PDE | es |
dc.subject | Linear Stratonovich PDE | en |
dc.title | Comparison of the long-time behaviour of linear Ito and Stratonovich partial differential equations | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico | es |
dc.identifier.doi | http://dx.doi.org/10.1081/SAP-100000758. | es |
dc.journaltitle | Stochastic Analysis and Applications | es |
dc.publication.volumen | 18 | es |
dc.publication.issue | 4 | es |
dc.publication.initialPage | 863 | es |
dc.publication.endPage | 880 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/23656 |
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