Article ID Journal Published Year Pages File Type
1154630 Statistics & Probability Letters 2008 9 Pages PDF
Abstract

In this note, we shall study a class of retarded Langevin equations in infinite-dimensional spaces. An informative description of stationary solutions is given by means of Green operators, Lyapunov equations, the second moment bounds and retarded point spectrum. The covariance operator of the stationary solution is described as a solution of some retarded operator equation.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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