Limite ergodique de processus de diffusion infini-dimensionnels.

Sylvie Roelly; D. Seu

Publicacions Matemàtiques (1999)

  • Volume: 43, Issue: 1, page 191-205
  • ISSN: 0214-1493

Abstract

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We give a temporal ergodicity criterium for the solution of a class of infinite dimensional stochastic differential equations of gradient type, where the interaction has infinite range. We illustrate our theoretical result by typical examples.

How to cite

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Roelly, Sylvie, and Seu, D.. "Limite ergodique de processus de diffusion infini-dimensionnels.." Publicacions Matemàtiques 43.1 (1999): 191-205. <http://eudml.org/doc/41364>.

@article{Roelly1999,
author = {Roelly, Sylvie, Seu, D.},
journal = {Publicacions Matemàtiques},
keywords = {Proceso de difusión; Ecuaciones diferenciales estocásticas; Procesos estocásticos; Movimiento browniano; Teoría ergódica; infinite-dimensional diffusion; ergodicity},
language = {fre},
number = {1},
pages = {191-205},
title = {Limite ergodique de processus de diffusion infini-dimensionnels.},
url = {http://eudml.org/doc/41364},
volume = {43},
year = {1999},
}

TY - JOUR
AU - Roelly, Sylvie
AU - Seu, D.
TI - Limite ergodique de processus de diffusion infini-dimensionnels.
JO - Publicacions Matemàtiques
PY - 1999
VL - 43
IS - 1
SP - 191
EP - 205
LA - fre
KW - Proceso de difusión; Ecuaciones diferenciales estocásticas; Procesos estocásticos; Movimiento browniano; Teoría ergódica; infinite-dimensional diffusion; ergodicity
UR - http://eudml.org/doc/41364
ER -

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