http://hdl.handle.net/20.500.12128/9402
Tytuł: | On a unique ergodicity of some Markov processes |
Autor: | Kapica, Rafał Szarek, Tomasz Ślęczka, Maciej |
Słowa kluczowe: | Ergodicity of Markov families; Invariant measures; Stochastic heat equations |
Data wydania: | 2012 |
Źródło: | Potential Analysis, Vol. 36 (2012), s. 589-606 |
Abstrakt: | It is proved that the sufficient condition for the uniqueness of an invariant measure for Markov processes with the strong asymptotic Feller property formulated by Hairer and Mattingly (Ann Math 164(3):993–1032, 2006) entails the existence of at most one invariant measure for e-processes as well. Some application to timehomogeneous Markov processes associated with a nonlinear heat equation driven by an impulsive noise is also given. |
URI: | http://hdl.handle.net/20.500.12128/9402 |
DOI: | 10.1007/s11118-011-9242-0 |
ISSN: | 0926-2601 1572-929X |
Pojawia się w kolekcji: | Artykuły (WNŚiT) |
Plik | Opis | Rozmiar | Format | |
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Kapica_On_a_unique_ergodicity_of_some.pdf | 527,77 kB | Adobe PDF | Przejrzyj / Otwórz |
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