Repositorio de producción científica de la Universidad de Sevilla

Comparison of the long-time behaviour of linear Ito and Stratonovich partial differential equations

Opened Access Comparison of the long-time behaviour of linear Ito and Stratonovich partial differential equations

Citas

buscar en

Estadísticas
Icon
Exportar a
Autor: Caraballo Garrido, Tomás
Langa Rosado, José Antonio
Departamento: Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico
Fecha: 2006
Publicado en: Stochastic Analysis and Applications, 18(4), 863-880
Tipo de documento: Artículo
Resumen: 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.
Cita: 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.
Tamaño: 159.4Kb
Formato: PDF

URI: http://hdl.handle.net/11441/23656

DOI: http://dx.doi.org/10.1081/SAP-100000758.

Mostrar el registro completo del ítem


Esta obra está bajo una Licencia Creative Commons Atribución-NoComercial-SinDerivadas 4.0 España

Este registro aparece en las siguientes colecciones