Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise

DOI10.2307/1994617zbMath0142.13701OpenAlexW4255393265MaRDI QIDQ5517303

Harry Dym

Publication date: 1966

Full work available at URL: https://doi.org/10.2307/1994617

zbMATH Keywords

probability theory

Related Items (7)

Harmonizable processes and inference: Unbiased prediction for stochastic flows ⋮ Harnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators ⋮ Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise ⋮ Controllability of stochastic linear systems ⋮ Controllability of linear stochastic systems ⋮ Liouville theorems for non-local operators ⋮ Stationary probability measures for linear differential equations driven by white noise

Cites Work

• The adjoint Markoff process
• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• A winding problem for a resonator driven by a white noise
• The Brownian movement and stochastic equations
• ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
• The Elementary Gaussian Processes
• Stochastic Problems in Physics and Astronomy
• On the Theory of the Brownian Motion II
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise