On a unique ergodicity of some Markov processes (Q415348): Difference between revisions
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Property / author | |||
Property / author: Maciej Ślȩczka / rank | |||
Property / author | |||
Property / author: Maciej Ślȩczka / rank | |||
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The authors prove that any weakly irreducible e-process admits at most one invariant measure. The stochastic process on \(X\) given by a semigroup \((P_t)_{t\geq0}\) is called e-process if it satisfies the e-property: for any point \(x\in X\) and an arbitrary Lipschitz bounded function \(\phi: X\to \mathbb{R}\) the family \(\{P_t\phi(x)\}_{t\geq0}\) is equicontinuous in \(x\). Some application to time-homogeneous Markov process associated with a nonlinear heat equation driven by an impulsive noise is also given. | |||
Property / review text: The authors prove that any weakly irreducible e-process admits at most one invariant measure. The stochastic process on \(X\) given by a semigroup \((P_t)_{t\geq0}\) is called e-process if it satisfies the e-property: for any point \(x\in X\) and an arbitrary Lipschitz bounded function \(\phi: X\to \mathbb{R}\) the family \(\{P_t\phi(x)\}_{t\geq0}\) is equicontinuous in \(x\). Some application to time-homogeneous Markov process associated with a nonlinear heat equation driven by an impulsive noise is also given. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Nicko G. Gamkrelidze / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 76N10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6031715 / rank | |||
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Property / zbMATH Keywords | |||
Ergodicity of Markov families | |||
Property / zbMATH Keywords: Ergodicity of Markov families / rank | |||
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Property / zbMATH Keywords | |||
e-process | |||
Property / zbMATH Keywords: e-process / rank | |||
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invariant measures | |||
Property / zbMATH Keywords: invariant measures / rank | |||
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stochastic heat equations | |||
Property / zbMATH Keywords: stochastic heat equations / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11118-011-9242-0 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2121446461 / rank | |||
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Property / cites work | |||
Property / cites work: Ergodicity for Infinite Dimensional Systems / rank | |||
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Latest revision as of 04:37, 5 July 2024
scientific article
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English | On a unique ergodicity of some Markov processes |
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Statements
On a unique ergodicity of some Markov processes (English)
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8 May 2012
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The authors prove that any weakly irreducible e-process admits at most one invariant measure. The stochastic process on \(X\) given by a semigroup \((P_t)_{t\geq0}\) is called e-process if it satisfies the e-property: for any point \(x\in X\) and an arbitrary Lipschitz bounded function \(\phi: X\to \mathbb{R}\) the family \(\{P_t\phi(x)\}_{t\geq0}\) is equicontinuous in \(x\). Some application to time-homogeneous Markov process associated with a nonlinear heat equation driven by an impulsive noise is also given.
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Ergodicity of Markov families
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e-process
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invariant measures
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stochastic heat equations
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