带小扰动的随机发展方程的不变测度

席福宝

数学学报 ›› 2004, Vol. 47 ›› Issue (1) : 197-202.

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PDF(448 KB)
数学学报 ›› 2004, Vol. 47 ›› Issue (1) : 197-202. DOI: 10.12386/A2004sxxb0026
论文

带小扰动的随机发展方程的不变测度

    席福宝
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Invariant Measures for Random Evolution Equation with Small Perturbations

    Fu Bao XI
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摘要

本文考虑带小扰动的随机发展方程,证明如何建立此方程的耦合解.作为应用,我们证明解的Feller连续性和不变测度的存在唯一性.还进一步建立了当扰动趋于零时,关于这族不变测度的大偏差原理.

Abstract

In this paper we consider a random evolution equation with small perturbations, and show how to construct coupled solutions to the equation. As applications, we prove the Feller continuity of the solutions and the existence and uniqueness of invariant measures. Furthermore, we establish a large deviations principle for the family of invariant measures as the perturbations tend to zero.

关键词

耦合 / 随机发展方程 / 大偏差 / 不变测度

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席福宝. 带小扰动的随机发展方程的不变测度. 数学学报, 2004, 47(1): 197-202 https://doi.org/10.12386/A2004sxxb0026
Fu Bao XI. Invariant Measures for Random Evolution Equation with Small Perturbations. Acta Mathematica Sinica, Chinese Series, 2004, 47(1): 197-202 https://doi.org/10.12386/A2004sxxb0026
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