Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
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Publication:947176
DOI10.1016/j.spl.2008.01.026zbMath1154.60053OpenAlexW2055720681MaRDI QIDQ947176
Publication date: 29 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.026
Lyapunov equationGaussian processesstochastic partial differential equationsstationary mild solutions
Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (7)
On stationarity of stochastic retarded linear equations with unbounded drift operators ⋮ Exponential ergodicity for retarded stochastic differential equations ⋮ On regularity property of retarded Ornstein-Uhlenbeck processes in Hilbert spaces ⋮ Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability ⋮ A Criterion for Stationary Solutions of Retarded Linear Equations with Additive Noise ⋮ Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion ⋮ Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces
Cites Work
- Structural properties of functional differential equations in Banach spaces
- Stability of functional partial differential equations
- Optimal control of linear retarded systems in Banach spaces
- Theory and applications of partial functional differential equations
- Stochastic Retarded Evolution Equations: Green Operators, Convolutions, and Solutions
- On processes of ornstein-uhlenbeck type in hilbert space
- Langevins stochastic differential equation extended by a time-delayed term
- Ergodicity for Infinite Dimensional Systems
- Stochastic Equations in Infinite Dimensions
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