Home > Search Results: keywords:"strong Feller property"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 4 records found  Search took 0.00 seconds. 
Invariant measures for dissipative stochastic differential equations
 Lavička, Karel ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
The main topic of this Thesis is a new simplified proof of the Sunyach theorem that provides suffici- ent conditions for existence and uniqueness of an invariant measure for a Markov kernel on a complete separable metric space equipped with its Borel σ-algebra. Weak convergence of measures following from Sunyach's theorem is strengthened to convergence in the total variation norm provided that the Markov kernel is strong Feller. Furthermore, sufficient conditions for geometric ergodicity are stated. Another topic treated is the strong Feller property: its characterization by absolute measurability and uniform integrability and derivation of some other sufficient conditions.
Detailed record
Invariant measures for dissipative stochastic differential equations
 Lavička, Karel
The main topic of this Thesis is a new simplified proof of the Sunyach theorem that provides suffici- ent conditions for existence and uniqueness of an invariant measure for a Markov kernel on a complete separable metric space equipped with its Borel σ-algebra. Weak convergence of measures following from Sunyach's theorem is strengthened to convergence in the total variation norm provided that the Markov kernel is strong Feller. Furthermore, sufficient conditions for geometric ergodicity are stated. Another topic treated is the strong Feller property: its characterization by absolute measurability and uniform integrability and derivation of some other sufficient conditions.
Detailed record
Invariant measures for dissipative stochastic differential equations
 Lavička, Karel
The main topic of this Thesis is a new simplified proof of the Sunyach theorem that provides suffici- ent conditions for existence and uniqueness of an invariant measure for a Markov kernel on a complete separable metric space equipped with its Borel σ-algebra. Weak convergence of measures following from Sunyach's theorem is strengthened to convergence in the total variation norm provided that the Markov kernel is strong Feller. Furthermore, sufficient conditions for geometric ergodicity are stated. Another topic treated is the strong Feller property: its characterization by absolute measurability and uniform integrability and derivation of some other sufficient conditions.
Detailed record
Invariant measures for dissipative stochastic differential equations
 Lavička, Karel ; Seidler, Jan (advisor) ; Maslowski, Bohdan (referee)
The main topic of this Thesis is a new simplified proof of the Sunyach theorem that provides suffici- ent conditions for existence and uniqueness of an invariant measure for a Markov kernel on a complete separable metric space equipped with its Borel σ-algebra. Weak convergence of measures following from Sunyach's theorem is strengthened to convergence in the total variation norm provided that the Markov kernel is strong Feller. Furthermore, sufficient conditions for geometric ergodicity are stated. Another topic treated is the strong Feller property: its characterization by absolute measurability and uniform integrability and derivation of some other sufficient conditions.
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English