Ergodic solutions of stochastic differential equations
DOI10.1080/17442508908833584zbMATH Open0694.60053OpenAlexW2012316537MaRDI QIDQ3469977FDOQ3469977
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Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833584
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stochastic differential equationsstrong stabilitylocal timessemimartingalesergodic theoremsItô formula for semimartingales
Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
Cited In (15)
- Ergodicity of a class of mean filed SDEs
- Ergodic behaviour of stochastic parabolic equations
- Comparison between solutions of SDEs and ODEs
- Ergodic theory for SDEs with extrinsic memory
- Title not available (Why is that?)
- Sojourn measures for solutions of some stochastic differential equations
- Title not available (Why is that?)
- Itô type measure-valued stochastic differential equations
- Towards mesoscopic ergodic theory
- Exponential ergodicity for a class of non-Markovian stochastic processes
- Title not available (Why is that?)
- Invariance principles with logarithmic averaging for ergodic simulations
- Ergodicity for functional stochastic differential equations and applications
- Semimartingales and measure preserving flows
- On the asymptotic behaviour of functionals of some semimartingales
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