Stationary probability measures for linear differential equations driven by white noise
Author:
Publisher
Elsevier BV
Subject
Analysis,Applied Mathematics
Reference10 articles.
1. Stationary measures for the flow of a linear differential equation driven by white noise;Dym;Trans. Amer. Math. Soc.,1966
2. Liapunov criteria for weak stochastic stability;Wonham;J. Diff. Eqs.,1966
3. A Lyapunov criterion for the existence of stationary probability distributions for systems perturbed by noise;Zakai;SIAM J. Control,1969
4. The Cauchy Problem for a Class of Degenerate Parabolic Equations and Asymptotic Properties of the Related Diffusion Processes;Kushner,1968
5. Finite invariant measures for Markov processes;Benes;J. Appl. Prob.,1968
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