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Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line
975 viewed

Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line

Zangeneh, B. Z

Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line

Zangeneh, B. Z ; Sharif University of Technology | 2013

975 Viewed
  1. Type of Document: Article
  2. DOI: 10.1007/978-1-4614-5906-4_14
  3. Publisher: Springer New York LLC , 2013
  4. Abstract:
  5. In this article we prove the stationarity of the solution of the H-valued integral equation, where H is a real separable Hilbert space. In this equation, U(t) is a semigroup generated by a strictly negative definite, self-adjoint unbounded operator A, such that A-1 is compact and f is of monotone type and is bounded by a polynomial and V (t) is a cadlag adapted stationary process
  6. Keywords:
  7. Real line ; Semi-group ; Semilinear ; Separable Hilbert space ; Stationarity ; Stationary process ; Stochastic Integral Equations ; Unbounded operators ; Integral equations
  8. Source: Springer Proceedings in Mathematics and Statistics ; Volume 34 , 2013 , Pages 315-331 ; 21941009 (ISSN) ; 9781461459057 (ISBN)
  9. URL: http://link.springer.com/chapter/10.1007%2F978-1-4614-5906-4_14