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Results tagged with differential-equations
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user 88535
Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.
2
votes
0
answers
73
views
Floquet stochastic process
Let $X_t$ be defined by the SDE
$$
dX_t = A(t, X_t)dt + dW_t
$$
where $A(t, X_t)$ is linear in $X_t$ and periodic in $t$. Assume also that the process is stable. If $A(\cdot)$ didn't have $t$ depend …
- 205
2
votes
0
answers
224
views
Geometric ergodicity of dynamical system
I'm working with dynamical systems defined by ODEs and SDEs, in this latter case gradient systems in particular, a special case of Ito diffusions.
I've read that under reasonable assumptions this gr …
- 205