Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

We establish coefficient conditions for the existence and uniqueness of invariant measures in Hilbert spaces for linear stochastic equations.

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Bibliographic Details
Published in:Journal of mathematical sciences (New York, N.Y.) Vol. 254; no. 2; pp. 271 - 279
Main Authors: Novak, I. H., Stanzhytskyi, A. O.
Format: Journal Article
Language:English
Published: New York Springer US 01-04-2021
Springer Nature B.V
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Online Access:Get full text
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Description
Summary:We establish coefficient conditions for the existence and uniqueness of invariant measures in Hilbert spaces for linear stochastic equations.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-021-05303-8