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Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

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We establish coefficient conditions for the existence and uniqueness of invariant measures in Hilbert spaces for linear stochastic equations.

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Authors and Affiliations

  1. “Kyiv Polytechnic Institute,” Ukrainian National Technical University, Peremoha Ave., 37, Kyiv, 03056, Ukraine

    I. H. Novak & A. O. Stanzhytskyi

Authors
  1. I. H. Novak
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  2. A. O. Stanzhytskyi
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Corresponding author

Correspondence to I. H. Novak.

Additional information

Translated from Neliniini Kolyvannya, Vol. 22, No. 4, pp. 519–525, October–December, 2019.

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Novak, I.H., Stanzhytskyi, A.O. Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces. J Math Sci 254, 271–279 (2021). https://doi.org/10.1007/s10958-021-05303-8

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  • DOI: https://doi.org/10.1007/s10958-021-05303-8

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