No label defined (Q4255348)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1323479
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 1323479 |
Statements
11 August 1999
0 references
stochastic differential equations
0 references
martingale
0 references
invariant measure
0 references
0.7991275191307068
0 references
0.7907033562660217
0 references
0.7820234298706055
0 references
The paper deals with the stochastic differential equation in \(\mathbb{R}^n\) of the form \[ dX_t= b(X_t)dt+ \sigma(X_t) dM_t,\tag{1} \] where \(b\) and \(\sigma\) are Lipschitz continuous. By \(M\), an \(\mathbb{R}^d\)-valued martingale is denoted. Here, the author presents sufficient conditions for the existence of an invariant measure for (1). To this end she uses the Krylov-Bogolyubov process which provides sufficient conditions for the existence of an invariant measure.
0 references
