Invariant measure for the Markov process corresponding to a PDE system

Acta Mathematica Sinica, English Series

Volumn 21, Issue 3, 2005, Pages 457-464

  Xi, Fu Bao ^a  

^a BEIJING INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Coupling; Feller continuity; Foster Lyapunov inequality; Invariant measure; Large deviations

Indexed keywords

EID: 21644472923     PISSN: 14398516     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10114-004-0510-4     Document Type: Article

References (10)

1. Skorohod, A. V.: Asymptotic Methods in the Theory of Stochastic Differential Equations, Amer. Math. Soc., Providence, 1989
2. Eizenberg, A., Freidlin, M. I.: Large deviations for Markov processes corresponding to PDE systems. Ann. Probab., 21, 1015-1044 (1993)
3. Chen, M. F.: From Markov Chains to Non-Equilibrium Particle Systems, World Scientific, Singapore, 1992
4. Bezuidenhout, C.: A large deviations principle for small perturbations of random evolution equations. Ann. Prob., 15, 646-658 (1987)
5. Xi, F. B.: Invariant measures for a random evolution equation with small perturbations. Acta Math. Sin. English Series, 17, 631-642 (2001)
6. Chen, M. F., Li, S. F.: Coupling methods for multidimensional diffusion processes. Ann. Probab., 17, 151-177 (1989)
7. Freidlin, M. I., Wentzell, A. D.: Random Perturbations of Dynamical Systems, Springer-Verlag, New York, 1984
8. Foguel, S. R.: Positive operators on C(X). Proc. Amer. Math. Soc., 22, 295-297 (1969)
9. Stetter, L.: On the existence and uniqueness of invariant measure for continuous time Markov process, Technical Report LCDS 86-18, Brown University, Providence, RI, 1986
10. Meyn, S. P., Tweedie, R. L.: Stability of Markovian processes III: Foster-Lyapunov criteria for continuous-time processes. Adv. Appl. Probab., 25, 518-548 (1993)