Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds (Q2769660)

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scientific article; zbMATH DE number 1701843
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Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds
scientific article; zbMATH DE number 1701843

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    7 November 2002
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    invariant measures
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    Hilbert manifolds
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    stochastic differential equation
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    Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds (English)
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    The author considers a stochastic differential equation in a Hilbert space or a Hilbert manifold \(M\). She obtains sufficient conditions for a measure \(\nu\) on \(M\) to be invariant.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].
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