Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise

18 Jun 2017  ·  Čoupek Petr ·

Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space... Sufficient conditions for the existence of limiting measure and strict stationarity of the solution process are found and an example for which these conditions are also necessary is provided. The results are further applied to the heat equation driven by the two-sided Rosenblatt process. read more

PDF Abstract
No code implementations yet. Submit your code now

Categories


Probability