Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces

Kai Liu

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1775-1783

Abstract: In this note, we shall study a class of retarded Langevin equations in infinite-dimensional spaces. An informative description of stationary solutions is given by means of Green operators, Lyapunov equations, the second moment bounds and retarded point spectrum. The covariance operator of the stationary solution is described as a solution of some retarded operator equation.

Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00039-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:13:p:1775-1783

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().