Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces

DOI10.1080/17442509408833906zbMath0828.60063OpenAlexW2085020759MaRDI QIDQ4845476

Gunter Ritter, Gottlieb Leha

Publication date: 18 October 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833906

zbMATH Keywords

stochastic differential equationsLyapunov functionsdiffusion processesstationary distributionsFeller propertysemigroups on completely regular Radon spaces

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (10)

Invariant measures for stochastic nonlinear beam and wave equations ⋮ Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Convergence to equilibrium for classical and quantum spin systems ⋮ On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients ⋮ Invariant measures for stochastic evolution equations in M-type 2 Banach spaces ⋮ Ergodicity of \(L^ 2\)-semigroups and extremality of Gibbs states ⋮ Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations ⋮ Stability of solution to semilinear stochastic evolution equations ⋮ Differentiable measures and the Malliavin calculus ⋮ An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces

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