Ergodic solutions of stochastic differential equations

DOI10.1080/17442508908833584zbMATH Open0694.60053OpenAlexW2012316537MaRDI QIDQ3469977

Author name not available (Why is that?)

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833584

zbMATH Keywords

semimartingalesstochastic differential equationsergodic theoremslocal timesstrong stabilityItô formula for semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Local time and additive functionals (60J55)

Related Items (6)

Title not available (Why is that?) ⋮ Ergodicity for functional stochastic differential equations and applications ⋮ Title not available (Why is that?) ⋮ On the asymptotic behaviour of functionals of some semimartingales ⋮ Ergodic behaviour of stochastic parabolic equations ⋮ Title not available (Why is that?)

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