Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise-Reference-Cited by-同舟云学术

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Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise

Published:2018-01-16 Issue:3 Volume:36 Page:393-412
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Čoupek P.¹

Affiliation:

1. Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic

Funder

Grantová Agentura České Republiky

Grantová Agentura, Univerzita Karlova

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1409124

Reference37 articles.

1. Stochastic Calculus with Respect to Gaussian Processes

2. Equivalence of Volterra processes

3. Canonical representations of Gaussian processes and their applications

4. Dissipative Stochastic Evolution Equations Driven by General Gaussian and Non-Gaussian Noise

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