Stationary probability measures for linear differential equations driven by white noise
- 31 July 1970
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 8 (1), 27-33
- https://doi.org/10.1016/0022-0396(70)90037-9
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On Nonnegative Solutions of the Equation $AD + DA' = - C$SIAM Journal on Applied Mathematics, 1970
- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by NoiseSIAM Journal on Control, 1969
- Finite regular invariant measures for Feller processesJournal of Applied Probability, 1968
- Liapunov criteria for weak stochastic stabilityJournal of Differential Equations, 1966
- Stationary measures for the flow of a linear differential equation driven by white noiseTransactions of the American Mathematical Society, 1966