Ergodic behaviour of stochastic parabolic equations
Czechoslovak Mathematical Journal, Tome 47 (1997) no. 2, pp. 277-316 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and $\sigma $-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and $\sigma $-finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Classification : 35K99, 35R60, 60H10, 60H15, 60J35
Keywords: Markov processes; invariant measures; recurrence; stochastic parabolic equations
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Seidler, Jan. Ergodic behaviour of stochastic parabolic equations. Czechoslovak Mathematical Journal, Tome 47 (1997) no. 2, pp. 277-316. http://geodesic.mathdoc.fr/item/CMJ_1997_47_2_a6/

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