Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
| Autor: | Petr Čoupek |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
Applied Mathematics Probability (math.PR) 010102 general mathematics Mathematical analysis Limiting Stochastic evolution 01 natural sciences Measure (mathematics) Noise (electronics) 010104 statistics & probability FOS: Mathematics Applied mathematics 0101 mathematics Statistics Probability and Uncertainty Mathematics - Probability 60H15 60H05 Mathematics |
| Zdroj: | Stochastic Analysis and Applications. 36:393-412 |
| ISSN: | 1532-9356 0736-2994 |
| Popis: | Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions for the existence of limiting measure and strict stationarity of the solution process are found and an example for which these conditions are also necessary is provided. The results are further applied to the heat equation driven by the two-sided Rosenblatt process. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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