Invariant Measures for a Random Evolution Equation with Small Perturbations
Invariant Measures for a Random Evolution Equation with Small Perturbations作者机构:Department of Applied Mathematics Beijing Institute of Technology Beijing 100081 P. R. China
出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:2001年第17卷第4期
页 面:631-642页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Partially supported by the National Natural Science Foundation of China Grant No.69874003
主 题:Invariant measures Large deviations Coupling Random evolution equation
摘 要:In this paper we consider a random evolution equation with small perturbations, and show how to construct coupled solutions to the equation. As applications, we prove the Feller continuity of the solutions and the existence and uniqueness of invariant measures. Furthermore, we establish a large deviations principle for the family of invariant measures as the perturbations tend to zero.