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A criterion for invariant measures of markov processes

  • Pedro Echeverría
Article

Summary

Using the martingale formulation for Markov processes introduced by Stroock and Varadhan, we develop a criterion for checking if a measure happens to be invariant.

Keywords

Stochastic Process Probability Theory Markov Process Invariant Measure Mathematical Biology 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    Day, M.M.: Normed Linear Spaces. Berlin-Heidelberg-New York: Springer 1973Google Scholar
  2. 2.
    Stroock, D.W., Varadhan, S.R.S.: Multidimensional Diffusion Processes. Berlin-Heidelberg-New York: Springer 1979Google Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • Pedro Echeverría
    • 1
  1. 1.Escuela de Física y Matemáticas, Facultad de CienciasU.C.V.CaracasVenezuela

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