A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations

Progress in Probability

Volumn 59, Issue , 2008, Pages 115-122

  Da Prato, Giuseppe ^a   Röckner, Michael ^b  

^a SCUOLA NORMALE SUPERIORE   (Italy)

^b BIELEFELD UNIVERSITY   (Germany)

Author keywords

evolution systems of measures; non autonomous systems; Stochastic differential equations

Indexed keywords

EID: 85145045323     PISSN: 10506977     EISSN: 22970428     Source Type: Book Series    
DOI: 10.1007/978-3-7643-8458-6_7     Document Type: Chapter

References (4)

1. V. Bogachev, G. Da Prato, and M. Röckner, Existence of solutions to weak parabolic equations for measures, Proc. London Math. Soc., 88 (3) (2004), 753–774.
2. V. Bogachev, G. Da Prato, and M. Röckner, In preparation.
3. G. Da Prato, Kolmogorov Equations for Stochastic PDEs, Birkhäuser, 2004.
4. G. Da Prato and L. Tubaro, Some results on periodic measures for differential stochastic equations with additive noise, Dynamic Systems and Applications, 1 (1992), 103–120.