کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4618371 1339405 2011 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
چکیده انگلیسی

The strong Feller property is an important quality of Markov semigroups which helps for example in establishing uniqueness of invariant measure. Unfortunately degenerate stochastic evolutions, such as stochastic delay equations, do not possess this property. However the eventual strong Feller property is sufficient in establishing uniqueness of invariant probability measure. In this paper we provide operator theoretic conditions under which a stochastic evolution equation with additive noise possesses the eventual strong Feller property. The results are used to establish uniqueness of invariant probability measure for stochastic delay equations and stochastic partial differential equations with delay, with an application in neural networks.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 379, Issue 2, 15 July 2011, Pages 469-481