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