Invariant measures for random dynamical systems

Katarzyna Horbacz

  • 2008

Abstract

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We consider random dynamical systems with randomly chosen jumps on Polish spaces. They generalize Markov processes corresponding to iterated function systems, Poisson driven stochastic differential equations, and irreducible Markov systems. We formulate criteria for the existence of an invariant measure and asymptotic stability for these systems. Estimates of the lower pointwise and concentration dimension of invariant measures are also given.

How to cite

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Katarzyna Horbacz. Invariant measures for random dynamical systems. 2008. <http://eudml.org/doc/285980>.

@book{KatarzynaHorbacz2008,
abstract = {We consider random dynamical systems with randomly chosen jumps on Polish spaces. They generalize Markov processes corresponding to iterated function systems, Poisson driven stochastic differential equations, and irreducible Markov systems. We formulate criteria for the existence of an invariant measure and asymptotic stability for these systems. Estimates of the lower pointwise and concentration dimension of invariant measures are also given.},
author = {Katarzyna Horbacz},
keywords = {dynamical systems; Markov operators; stability; point-wise and concentration dimension},
language = {eng},
title = {Invariant measures for random dynamical systems},
url = {http://eudml.org/doc/285980},
year = {2008},
}

TY - BOOK
AU - Katarzyna Horbacz
TI - Invariant measures for random dynamical systems
PY - 2008
AB - We consider random dynamical systems with randomly chosen jumps on Polish spaces. They generalize Markov processes corresponding to iterated function systems, Poisson driven stochastic differential equations, and irreducible Markov systems. We formulate criteria for the existence of an invariant measure and asymptotic stability for these systems. Estimates of the lower pointwise and concentration dimension of invariant measures are also given.
LA - eng
KW - dynamical systems; Markov operators; stability; point-wise and concentration dimension
UR - http://eudml.org/doc/285980
ER -

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