Ergodic solutions of stochastic differential equations

DOI10.1080/17442508908833584MaRDI QIDQ3469977zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

stochastic differential equationsstrong stabilitylocal timessemimartingalesergodic theoremsItô formula for semimartingales

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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Cited in

(15)

• On the asymptotic behaviour of functionals of some semimartingales
• 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
• scientific article; zbMATH DE number 1047477 (Why is no real title available?)
• Sojourn measures for solutions of some stochastic differential equations
• scientific article; zbMATH DE number 3901760 (Why is no real title available?)
• Itô type measure-valued stochastic differential equations
• Towards mesoscopic ergodic theory
• Exponential ergodicity for a class of non-Markovian stochastic processes
• scientific article; zbMATH DE number 1962930 (Why is no real title available?)
• Invariance principles with logarithmic averaging for ergodic simulations
• Ergodicity for functional stochastic differential equations and applications
• Semimartingales and measure preserving flows

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