A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations

By Giuseppe Da Prato, Michael Röckner. 2007

54 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/ed7363945858697ee025798ecf43609a8f4d033e

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In Computational Theory and Mathematics

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Citations in the corpus

• NONAUTONOMOUS KOLMOGOROV PARABOLIC EQUATIONS WITH UNBOUNDED COEFFICIENTS (2008, background): “Instead, we look for systems of invariant measures (see, e.g., [ 5 , 7]) that are families of Borel probability measures {µt : t ∈ I} such that �”