Stationary probability measures for linear differential equations driven by white noise

DOI10.1016/0022-0396(70)90037-9zbMath0194.40801OpenAlexW2028306517MaRDI QIDQ2538919

Moshe Zakai, Jakov Snyders

Publication date: 1970

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(70)90037-9

zbMATH Keywords

ordinary differential equations

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Invariant measures for generalized Langevin equations in conuclear spaces, Periodic solutions of affine stochastic differential equations, Temporal behavior of the conditional and Gibbs' entropies, Generalized Mehler semigroups and applications, Langevins stochastic differential equation extended by a time-delayed term, Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces, Stochastic stability theory using the second-order infinitesimal generator, Kolmogorov equations for degenerate Ornstein-Uhlenbeck operators, Controllability of stochastic linear systems

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