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Volumn 106, Issue 1, 2003, Pages 81-93

Invariant measures related with Poisson driven stochastic differential equation

Author keywords

Hausdorff dimension; Invariant measure; Markov operator; Semigroup of linear operators; Stochastic differential equation

Indexed keywords


EID: 0038520169     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00017-6     Document Type: Article
Times cited : (26)

References (15)
  • 1
    • 0034364686 scopus 로고    scopus 로고
    • A criterion of density for solutions of Poisson-driven SDEs
    • Denis L. A criterion of density for solutions of Poisson-driven SDEs Probab. Theory Related Fields 18 2000 406-426
    • (2000) Probab. Theory Related Fields , vol.18 , pp. 406-426
    • Denis, L.1
  • 6
    • 0005504053 scopus 로고    scopus 로고
    • Strict positivity of the density for a Poisson driven S.D.E
    • Fournier N. Strict positivity of the density for a Poisson driven S.D.E Stochastics Stochastics Rep. 68 1999 1-43
    • (1999) Stochastics Stochastics Rep. , vol.68 , pp. 1-43
    • Fournier, N.1
  • 9
    • 0002169824 scopus 로고
    • From fractals to stochastic differential equations
    • P. Garbaczewski, M. Wolf, & A. Weron (Eds.), Proceedings of the XXXIst Winter School of Theoretical Physics, Karpacz, Poland, 13-24 February 1995 Berlin, Heidelberg: Springer
    • Lasota A. From fractals to stochastic differential equations Garbaczewski P. Wolf M. Weron A. (Eds.), Chaos-the Interplay Between Stochastic and Deterministic Behaviour. Proceedings of the XXXIst Winter School of Theoretical Physics, Karpacz, Poland, 13-24 February 1995 1995 235-255 Springer Berlin, Heidelberg
    • (1995) Chaos-the Interplay Between Stochastic and Deterministic Behaviour , pp. 235-255
    • Lasota, A.1
  • 11
    • 0002544145 scopus 로고
    • Lower bound technique for Markov operators and iterated function systems
    • Lasota A. Yorke Y.A. Lower bound technique for Markov operators and iterated function systems Random Comput. Dyn. 2 1994 41-47
    • (1994) Random Comput. Dyn. , vol.2 , pp. 41-47
    • Lasota, A.1    Yorke, Y.A.2
  • 14
    • 0037718599 scopus 로고    scopus 로고
    • On the asymptotic stability of Markov semigroups
    • Traple J. On the asymptotic stability of Markov semigroups Bull. Polish Acad. Math. 44 1996 183-195
    • (1996) Bull. Polish Acad. Math. , vol.44 , pp. 183-195
    • Traple, J.1
  • 15
    • 0008968832 scopus 로고    scopus 로고
    • Markov semigroups generated by Poisson driven differential equations
    • Traple J. Markov semigroups generated by Poisson driven differential equations Bull. Polish Acad. Math. 44 1996 161-182
    • (1996) Bull. Polish Acad. Math. , vol.44 , pp. 161-182
    • Traple, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.