Displaying similar documents to “On invariant measures of nonlinear Markov processes.”

Uniform exponential ergodicity of stochastic dissipative systems

Beniamin Goldys, Bohdan Maslowski (2001)

Czechoslovak Mathematical Journal

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We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in d with d 3 .

Stochastic differential equation driven by a pure-birth process

Marta Tyran-Kamińska (2002)

Annales Polonici Mathematici

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A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.