On the limit measure to stochastic Volterra equations (Q1425627): Difference between revisions

Necessary and sufficient conditions for the existence of the limit measure are proved for stochastic Volterra equations driven by a spatially homogeneous Wiener process with values in the space of tempered distributions. The generic form of such limit measures is also studied.

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zbMATH Keywords

limit measure

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Volterra stochastic differential equation

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tempered distribution

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reviewed by

Gheorghe Stoica

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1216/jiea/1181074945

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cites work

Invariant measures for generalized Langevin equations in conuclear spaces

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Some results on stochastic convolutions arising in Volterra equations perturbed by noise

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Q4378536

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Q4499793

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Q4225554

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Stochastic Equations in Infinite Dimensions

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Ergodicity for Infinite Dimensional Systems

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Regularity of solutions to stochastic Volterra equations

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Q4774550

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Identifiers

zbMATH Open document ID

1038.60062

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DOI

10.1216/jiea/1181074945

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1425627

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+Some results on stochastic convolutions arising in Volterra equations perturbed by noise
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+Q4378536
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+Stochastic Equations in Infinite Dimensions
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+Ergodicity for Infinite Dimensional Systems
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+Regularity of solutions to stochastic Volterra equations
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