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

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10384057" target="_blank" >RIV/00216208:11320/18:10384057 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1080/07362994.2017.1409124" target="_blank" >https://doi.org/10.1080/07362994.2017.1409124</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/07362994.2017.1409124" target="_blank" >10.1080/07362994.2017.1409124</a>

Result language
angličtina
Original language name
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
Original language description
Large-time behavior of solutions to stochastic evolution equations driven by two-sided regular cylindrical Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions for the existence of a limiting measure and strict stationarity of the solution process are found and an example for which these conditions are also necessary is provided. The results are further applied to the heat equation perturbed by the two-sided Rosenblatt process.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA15-08819S" target="_blank" >GA15-08819S: Stochastic Processes in Infinite Dimensional Spaces</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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