The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Page 1
Henryk Gacki (2004)
Bulletin of the Polish Academy of Sciences. Mathematics
A new sufficient condition for the asymptotic stability of a locally Lipschitzian Markov semigroup acting on the space of signed measures is proved. This criterion is applied to the semigroup of Markov operators generated by a Poisson driven stochastic differential equation.
J. Martin Lindsay, Stanislaw Goldstein (1995)
Mathematische Zeitschrift
Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro (2011)
Annales de l'I.H.P. Probabilités et statistiques
This work is concerned with the existence and regularity of solutions to the Neumann problem associated with a Ornstein–Uhlenbeck operator on a bounded and smooth convex set K of a Hilbert space H. This problem is related to the reflection problem associated with a stochastic differential equation in K.
Page 1