Invariant measures for stochastic functional 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: Electronic Journal of Probability
سال: 2017
ISSN: 1083-6489
DOI: 10.1214/17-ejp122