ON THE EXISTENCE AND UNIQUENESS OF INVARIANT MEASURE FOR MULTIDIMENSIONAL STOCHASTIC PROCESSES - Université Pierre et Marie Curie Accéder directement au contenu
Article Dans Une Revue Nonlinear Studies Année : 2017

ON THE EXISTENCE AND UNIQUENESS OF INVARIANT MEASURE FOR MULTIDIMENSIONAL STOCHASTIC PROCESSES

Résumé

This paper deals with the mathematical analysis of multidimensional processes solution of a class of stochastic differential equations. Specifically the analysis is addressed to the derivation of criteria for the existence and uniqueness of the invariant probability measure and its regularity properties in the case of stochastic processes whose infinitesimal generator is uniformly elliptic or degenerate. The criteria are based on the definition of Lyapunov functions and the Hörmander's rank bracket condition. Finally the criteria are employed for characterizing the invariant probability measure is some applications, including Kolmogorov-Fokker-Planck-type operators.
Fichier principal
Vignette du fichier
BcDc-2017_-InvariantM.pdf (686.9 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02151779 , version 1 (10-06-2019)

Identifiants

  • HAL Id : hal-02151779 , version 1

Citer

C. Bianca, Christian Dogbe. ON THE EXISTENCE AND UNIQUENESS OF INVARIANT MEASURE FOR MULTIDIMENSIONAL STOCHASTIC PROCESSES. Nonlinear Studies, 2017. ⟨hal-02151779⟩
55 Consultations
1128 Téléchargements

Partager

Gmail Facebook X LinkedIn More