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Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line
Zangeneh, B. Z ; Sharif University of Technology | 2013
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- Type of Document: Article
- DOI: 10.1007/978-1-4614-5906-4_14
- Publisher: Springer New York LLC , 2013
- Abstract:
- In this article we prove the stationarity of the solution of the H-valued integral equation, where H is a real separable Hilbert space. In this equation, U(t) is a semigroup generated by a strictly negative definite, self-adjoint unbounded operator A, such that A-1 is compact and f is of monotone type and is bounded by a polynomial and V (t) is a cadlag adapted stationary process
- Keywords:
- Real line ; Semi-group ; Semilinear ; Separable Hilbert space ; Stationarity ; Stationary process ; Stochastic Integral Equations ; Unbounded operators ; Integral equations
- Source: Springer Proceedings in Mathematics and Statistics ; Volume 34 , 2013 , Pages 315-331 ; 21941009 (ISSN) ; 9781461459057 (ISBN)
- URL: http://link.springer.com/chapter/10.1007%2F978-1-4614-5906-4_14