Ergodic behaviour of stochastic parabolic equations

Jan Seidler

Czechoslovak Mathematical Journal (1997)

  • Volume: 47, Issue: 2, page 277-316
  • ISSN: 0011-4642

Abstract

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The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and σ -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.

How to cite

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Seidler, Jan. "Ergodic behaviour of stochastic parabolic equations." Czechoslovak Mathematical Journal 47.2 (1997): 277-316. <http://eudml.org/doc/30364>.

@article{Seidler1997,
abstract = {The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and $\sigma $-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.},
author = {Seidler, Jan},
journal = {Czechoslovak Mathematical Journal},
keywords = {Markov processes; invariant measures; recurrence; stochastic parabolic equations; Markov processes; invariant measures; recurrence},
language = {eng},
number = {2},
pages = {277-316},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Ergodic behaviour of stochastic parabolic equations},
url = {http://eudml.org/doc/30364},
volume = {47},
year = {1997},
}

TY - JOUR
AU - Seidler, Jan
TI - Ergodic behaviour of stochastic parabolic equations
JO - Czechoslovak Mathematical Journal
PY - 1997
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 47
IS - 2
SP - 277
EP - 316
AB - The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and $\sigma $-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
LA - eng
KW - Markov processes; invariant measures; recurrence; stochastic parabolic equations; Markov processes; invariant measures; recurrence
UR - http://eudml.org/doc/30364
ER -

References

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