کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155381 | 1378664 | 2016 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This work focuses on properties of stochastic integro-differential equations with infinite delay (or unbounded delay). Our main approach is to map the solution processes into another Polish space. Under suitable conditions, it is shown that the resulting processes are Markov. Furthermore, sufficient conditions for Feller properties, recurrence, ergodicity, and existence of invariant measures are obtained. Moreover, weak sense Fokker–Planck equations are derived for the underlying processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 126, Issue 10, October 2016, Pages 3102–3123
Journal: Stochastic Processes and their Applications - Volume 126, Issue 10, October 2016, Pages 3102–3123
نویسندگان
Hongwei Mei, George Yin, Fuke Wu,