On invariant measures for diffusions on Banach spaces

DOI10.1023/A:1008663614438zbMath0894.60057OpenAlexW103712562MaRDI QIDQ1366416

Dariusz Gątarek, Beniamin Goldys

Publication date: 30 August 1998

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008663614438

zbMATH Keywords

invariant measuresKolmogorov equationGirsanov theoremstochastic evolution equationsmartingale solutions

Mathematics Subject Classification ID

Ergodic theory of linear operators (47A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (11)

Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces ⋮ Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula ⋮ Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Delay differential equations driven by Lévy processes: stationarity and Feller properties ⋮ Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities ⋮ Invariant measures for monotone SPDEs with multiplicative noise term ⋮ Long-time behaviour of nonautonomous SPDE's. ⋮ Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations ⋮ Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency ⋮ Uniform Exponential Ergodicity of Stochastic Dissipative Systems

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