Lower bound technique in the theory of a stochastic differential equation

DOI10.1016/J.JDE.2006.04.018zbMath1387.60100OpenAlexW2086403114MaRDI QIDQ858691

Tomasz Szarek, Andrzej Lasota

Publication date: 11 January 2007

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2006.04.018

zbMATH Keywords

invariant measurestochastic heat equationimpulsive noise

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Ergodic theorems, spectral theory, Markov operators (37A30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35)

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Cites Work

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• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Feller processes on nonlocally compact spaces
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• Parabolic SPDEs driven by Poisson white noise
• Stochastic partial differential equations driven by Lévy space-time white noise
• On processes of ornstein-uhlenbeck type in hilbert space
• Stationary Solutions for Heat Equation Perturbed by General Additive Noise
• Invariant measures for nonexpansive Markov operators on Polish spaces
• Stochastic Equations in Infinite Dimensions

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