We investigate existence and permanence properties of invariant measures for abstract stochastic Cauchy problems of the form $$dU(t) = (AU(t)+f)\,dt + B\,dW_H(t), \ \ t\ge 0,$$ governed by the generator $A$ of an asymptotically unstable $C_0$-semigroup on a Banach space…
Fecha:
2006-01-01
Recurso:
Electronic communications in probability
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