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Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika", 1990, Volume 27, Pages 79–128
(Mi intv73)
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This article is cited in 2 scientific papers (total in 2 papers)
Stability of infinite systems of stochastic equations
I. A. Ignatyuk, V. A. Malyshev, T. S. Turova
Abstract:
A study is presented of processes with local interaction and infinite systems of Itô equations, which are small perturbations of independent processes at each point of a lattice with noncompact set of values. A survey of results and a complete exposition are devoted to the technique of cluster expansions, which uses estimates of the Lyapunov function type. This technique permits total control over the temporal evolution of the system and, in particular, enables one to prove that the temporal evolution is exponentially convergent.
Citation:
I. A. Ignatyuk, V. A. Malyshev, T. S. Turova, “Stability of infinite systems of stochastic equations”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 27, VINITI, Moscow, 1990, 79–128; J. Soviet Math., 61:3 (1992), 2114–2151
Linking options:
https://www.mathnet.ru/eng/intv73 https://www.mathnet.ru/eng/intv/v27/p79
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