Ergodic properties of markov processes driven by a set of vector fields

DOI10.1080/17442508908833577MaRDI QIDQ4731925zbMATH OpenOpenAlexFDO

Authors Yali Amit

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833577

zbMATH Keywords

ergodic decompositioninvariant measure

Mathematics Subject Classification ID

Ergodic theory (37A99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• Flows of stochastic dynamical systems: ergodic theory
• On unique ergodicity for degenerate diffusions
• Stochastic differential equations and stochastic flows of diffeomorphisms

Cited in

(1)

• A multiflow approximation to diffusions

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