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Volumn 15, Issue 1, 1997, Pages 59-89

An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces

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EID: 0039502108     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999708809464     Document Type: Article
Times cited : (7)

References (21)
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    • A theory of the term structure of interest rates
    • Cox, J.C., J.E. Ingersoll, and S.A. Ross (1985): A theory of the term structure of interest rates. Econometrica 53/2, 385-407.
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  • 5
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    • A note on stochastic convolution
    • Da Prato, G. and J. Zabczyk (1992): A note on stochastic convolution. Stoch. Anal. Appl. 10, 143-153.
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    • Da Prato, G.1    Zabczyk, J.2
  • 8
    • 0001277826 scopus 로고
    • Two singular diffusion problems
    • Feller, W. (1951): Two singular diffusion problems. Ann. of Mathematics, Vol. 54 No. 1, 173-182.
    • (1951) Ann. of Mathematics , vol.54 , Issue.1 , pp. 173-182
    • Feller, W.1
  • 10
    • 0021389654 scopus 로고
    • Semilinear stochastic evolution equations: Boundedness, stability and invariant measures
    • Ichikawa, A. (1984): Semilinear Stochastic Evolution Equations: Boundedness, Stability and Invariant Measures. Stochastics 12, 1-39.
    • (1984) Stochastics , vol.12 , pp. 1-39
    • Ichikawa, A.1
  • 12
    • 0003730483 scopus 로고
    • Academic Press, San Diego, New York, Berkeley, Boston, London, Sydney, Tokyo, Toronto
    • Karlin, S. and H.M. Taylor (1981): A Second Course in Stochastic Processes. Academic Press, San Diego, New York, Berkeley, Boston, London, Sydney, Tokyo, Toronto.
    • (1981) A Second Course in Stochastic Processes
    • Karlin, S.1    Taylor, H.M.2
  • 13
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    • On solutions to stochastic differential equations with discontinuous drift in hilbert space
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    • (1985) Math. Ann. , vol.270 , pp. 109-123
    • Leha, G.1    Ritter, G.2
  • 14
    • 0001449481 scopus 로고
    • Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces
    • Leha, G. and G. Ritter (1994): Lyapunov-type conditions for stationary distributions of diffusion processes on Hilbert spaces. Stochastics and Stochastic Reports 48, 195-225.
    • (1994) Stochastics and Stochastic Reports , vol.48 , pp. 195-225
    • Leha, G.1    Ritter, G.2
  • 15
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    • Uniqueness and stability of invariant measures for stochastic differential equations in Hilbert spaces
    • Maslowski, B. (1989): Uniqueness and Stability of Invariant Measures for Stochastic Differential Equations in Hilbert Spaces. Stochastics 28, 85-114
    • (1989) Stochastics , vol.28 , pp. 85-114
    • Maslowski, B.1
  • 21
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    • Da Prato-Zabczyk's maximal inequality revisited I
    • Seidler, J.(1993): Da Prato-Zabczyk's maximal inequality revisited I. Mathematica Bohemica 118, 67-106.
    • (1993) Mathematica Bohemica , vol.118 , pp. 67-106
    • Seidler, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.