Ergodic behaviour of stochastic parabolic equations

被引：0
作者：
Jan Seidler
机构：
[1] Academy of Sciences of the Czech republic,Mathematical Institute
来源：
Czechoslovak Mathematical Journal | 1997年 / 47卷
关键词：
Markov processes; invariant measures; recurrence; stochastic parabolic equations;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and σ-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
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页码：277 / 316
页数：39
相关论文
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