TY - INPR
A1 - Schurz, Henri
T1 - Moment contractivity and stability exponents of nonlinear stochastic dynamical systems
N2 - Nonlinear stochastic dynamical systems as ordinary stochastic differential equations and stochastic difference methods are in the center of this presentation in view of the asymptotical behaviour of their moments. We study the exponential p-th mean growth behaviour of their solutions as integration time tends to infinity. For this purpose, the concepts of nonlinear contractivity and stability exponents for moments are introduced as generalizations of well-known moment Lyapunov exponents of linear systems. Under appropriate monotonicity assumptions we gain uniform estimates of these exponents from above and below. Eventually, these concepts are generalized to describe the exponential growth behaviour along certain Lyapunov-type functionals.
T3 - Berichte der Arbeitsgruppe Technomathematik (AGTM Report) - 215
Y1 - 1999
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/797
UR - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-7667
ER -