STABILITY OF LIMIT MEASURES INDUCED BY STOCHASTIC DIFFERENTIAL-EQUATIONS ON HILBERT-SPACE

被引：2

作者：

AHMED, NU ^{[1
]}

机构：

[1] UNIV OTTAWA,DEPT MATH,OTTAWA K1N 6N5,ONTARIO,CANADA

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1991年 / 22卷 / 08期

关键词：

D O I：

10.1016/0898-1221(91)90011-R

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the questions of countable additivity of measures induced by stochastic differential equations on Hilbert space and also study the question of the existence of their asymptotic limits. We study the stability of these measures with respect to structural perturbations. In particular, we establish continuous dependence of these limit measures with respect to the generator of the semigroup, the initial measure, the initial covariance operator, the diffusion operator and combinations thereof. The author is not aware of any such studies conducted in the literature before.

引用

页码：41 / 48

页数：8

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