Invariant measures for generalized Langevin equations in conuclear space

Tomasz Bojdecki and Jacek Jakubowski

Stochastic Processes and their Applications, 1999, vol. 84, issue 1, 1-24

Abstract: We investigate existence of an invariant probability measure for the equation in a conuclear space [Phi]', where W is a Wiener process in [Phi]' and generates a semigroup in [Phi]. In the first part of the paper we formulate a sufficient and necessary condition for the existence of an invariant measure and we describe all invariant measures. In the second part we investigate the case and (the fractional Laplacian) for 0

Keywords: Wiener; process; in; conuclear; space; Generalized; Langevin; equation; Generalized; Ornstein-Uhlenbeck; process; Invariant; measure; Fractional; Laplacian; Homogeneous; random; field; Tempered; kernel (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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