Capacity of invariant measures related to Poisson-driven stochastic differential equations

DOI10.1088/0951-7715/16/2/305zbMATH Open1026.47006OpenAlexW2075267469MaRDI QIDQ4415728FDOQ4415728

Authors: Józef Myjak, Tomasz Szarek 

Publication date: 6 August 2003

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0951-7715/16/2/305

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zbMATH Keywords

stochastic differential equationunique invariant distributionunique invariant measuresemigroup of Markov operatorscapacity of a measureessentially nonexpansive operator

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Discrete-time Markov processes on general state spaces (60J05) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) General groups of measure-preserving transformations (28D15) Ergodic theory of linear operators (47A35)

Cited In (8)

• Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
• Dimension of invariant measures for continuous random dynamical systems
• Invariant measures related with randomly connected Poisson driven differential equations
• The Hausdorff dimension of invariant measures for random dynamical systems
• On stability of some general random dynamical system
• Pointwise and Renyi dimensions of an invariant measure of random dynamical systems with jumps
• Invariant measures related with Poisson driven stochastic differential equation.
• Some New Concepts of Dimension

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