Invariant measures for stochastic evolution equations of pure jump type
文献类型:期刊论文
作者 | Dong, Zhao2![]() |
刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
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出版日期 | 2009-02-01 |
卷号 | 119期号:2页码:410-427 |
关键词 | Stochastic evolution equations Stochastic partial differential equations Poisson counting measures Semigroups Invariant measures |
ISSN号 | 0304-4149 |
DOI | 10.1016/j.spa.2008.03.002 |
英文摘要 | In this paper, we obtain a characterization of invariant measures of stochastic evolution equations and stochastic partial differential equations of pure jump type. As an application, it is shown that the equation has a unique invariant probability measure under some reasonable conditions. (C) 2008 Elsevier B.V. All rights reserved. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000263617500006 |
出版者 | ELSEVIER SCIENCE BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7436] ![]() |
专题 | 应用数学研究所 |
通讯作者 | Zhang, Tusheng |
作者单位 | 1.Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China 3.Univ Oslo, CMA, N-0316 Oslo, Norway |
推荐引用方式 GB/T 7714 | Dong, Zhao,Xu, Tiange,Zhang, Tusheng. Invariant measures for stochastic evolution equations of pure jump type[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2009,119(2):410-427. |
APA | Dong, Zhao,Xu, Tiange,&Zhang, Tusheng.(2009).Invariant measures for stochastic evolution equations of pure jump type.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,119(2),410-427. |
MLA | Dong, Zhao,et al."Invariant measures for stochastic evolution equations of pure jump type".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 119.2(2009):410-427. |
入库方式: OAI收割
来源:数学与系统科学研究院
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