Invariant Measures of Ultimately Bounded Stochastic Processes

DOI10.1017/S0027763000015361zbMATH Open0244.60048MaRDI QIDQ5656175FDOQ5656175

Authors: Yoshio Miyahara 

Publication date: 1973

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Liapunov criteria for weak stochastic stability
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Finite regular invariant measures for Feller processes

Cited In (10)

• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest
• Momentum maps and stochastic Clebsch action principles
• Optimal control of ultimately bounded stochastic processes
• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS
• Resident-invader dynamics of similar strategies in fluctuating environments
• Qualitative behavior of geostochastic systems
• On invariant measures of extensions of Markov transition functions
• Stability and mean-field limits of age dependent Hawkes processes
• Non perturbative construction of invariant measure through confinement by curvature
• On consumption/investment problems with long-term time-average utilities

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