Abstract
This chapter concerns important aspects of solutions of stochastic differential equations as random dynamical systems, including recurrence and transience. Connections with semigroup representations of Markov dynamical systems on suitable Banach spaces are presented. Ergodic properies and long time behaviour are analyzed, including concepts of stability, invariant distributions and first passage times.
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Capasso, V., Bakstein, D. (2021). Stability, Stationarity, Ergodicity. In: An Introduction to Continuous-Time Stochastic Processes. Modeling and Simulation in Science, Engineering and Technology. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-69653-5_5
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DOI: https://doi.org/10.1007/978-3-030-69653-5_5
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-030-69652-8
Online ISBN: 978-3-030-69653-5
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