Invariant Measures of Ultimately Bounded Stochastic Processes
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Publication:5656175
DOI10.1017/S0027763000015361zbMath0244.60048MaRDI QIDQ5656175
Publication date: 1973
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
Related Items
GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS, On consumption/investment problems with long-term time-average utilities, Optimal control of ultimately bounded stochastic processes, Non perturbative construction of invariant measure through confinement by curvature, Qualitative behavior of geostochastic systems, On invariant measures of extensions of Markov transition functions, Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
Cites Work
- Liapunov criteria for weak stochastic stability
- 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
- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise