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Invariant Measures and Ergodicity

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0011
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Existence of stationary measures and ergodic behavior of stochastic systems form an active and important research area with several applications in engineering, physical and biological sciences. A ... More


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