STATIONARY MEASURES FOR FLOW OF A LINEAR DIFFERENTIAL EQUATION DRIVEN BY WHITE NOISE

被引：14

作者：

DYM, H

机构：

来源：

关键词：

D O I：

10.2307/1994617

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：130 / +

页数：1

共 21 条

[1]

Beckenbach E. F., 1961, INEQUALITIES

[2]

BIRKHOFF G., 1962, ORDINARY DIFFERENTIA

[3] Stochastic problems in physics and astronomy [J].

Chandrasekhar, S .

[4]

Coddington E. A., 1955, THEORY ORDINARY DIFF

[5] The elementary Gaussian processes [J].

Doob, JL .

ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :229-282

[6] The Brownian movement and stochastic equations [J].

Doob, JL .

[7]

DOOB JL, 1959, STOCHASTIC PROCESSES

[8]

DYNKIN EB, 1956, THEOR PROBAB APPL, V1, P34

[9]

Has'minski RZ, 1960, THEOR PROBAB APPL, V5, P196, DOI DOI 10.1137/1105016

[10]

ITO K, 1961, LECTURES STOCHASTIC