Invariant Measures of Ultimately Bounded Stochastic Processes

DOI10.1017/S0027763000015361MaRDI QIDQ5656175zbMATH OpenFDO

Authors Yoshio Miyahara

Publication date 1973

Published in Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0027763000015361

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Finite regular invariant measures for Feller processes
• Liapunov criteria for weak stochastic stability

Cited in

(10)

• Non perturbative construction of invariant measure through confinement by curvature
• Qualitative behavior of geostochastic systems
• Resident-invader dynamics of similar strategies in fluctuating environments
• Stability and mean-field limits of age dependent Hawkes processes
• Momentum maps and stochastic Clebsch action principles
• On invariant measures of extensions of Markov transition functions
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS
• On consumption/investment problems with long-term time-average utilities
• Optimal control of ultimately bounded stochastic processes

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