Invariant measures defined by differential equations
نویسندگان
چکیده
منابع مشابه
Invariant measures of stochastic partial differential equations and conditioned diffusions
This work establishes and exploits a connection between the invariant measure of stochastic partial differential equations (SPDEs) and the law of bridge processes. Namely, it is shown that the invariant measure of ut = uxx + f (u)+ √ 2ε η(x, t), where η(x, t) is a space–time white-noise, is identical to the law of the bridge process associated to dU = a(U)dx+√ε dW(x), provided that a and f are ...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1953
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1953-0053300-2