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Algebra i Analiz, 2014, Volume 26, Issue 4, Pages 148–194 (Mi aa1394)  

This article is cited in 11 scientific papers (total in 11 papers)

Research Papers

Atomic operators, random dynamical systems and invariant measures

A. Ponosova, E. Stepanovbcd

a Department of Mathematical Sciences and Technology, Norwegian University of Life Sciences, P.O. Box 5003, 1432 Ås, Norway
b St. Petersburg Branch, Steklov Mathematical Institute, Russian Academy of Sciences, Fontanka, 27, 191023, St. Petersburg, Russia
c Department of Mathematical Physics, Faculty of Mathematics and Mechanics, St. Petersburg State University, Universitetskiĭ pr., 28, Old Peterhof, 198504, St. Petersburg, Russia
d St. Petersburg National Research University of Information Technologies, Mechanics and Optics, Kronverkskiĭ pr., 49, 197101, St. Petersburg, Russia
References:
Abstract: It is proved that the existence of invariant measures for families of the so-called atomic operators (nonlinear generalized weighted shifts) defined over spaces of measurable functions follows from the existence of appropriate invariant bounded sets. Typically, such operators come from infinite-dimensional stochastic differential equations generating not necessarily regular solution flows, for instance, from stochastic differential equations with time delay in the diffusion term (regular solution flows called also Carathéodory flows are those almost surely continuous with respect to the initial data). Thus, it is proved that to ensure the existence of an invariant measure for a stochastic solution flow it suffices to find a bounded invariant subset, and no regularity requirement for the flow is necessary. This result is based on the possibility to extend atomic operators by continuity to a suitable set of Young measures, which is proved in the paper. A motivating example giving a new result on the existence of an invariant measure for a possibly nonregular solution flow of some model stochastic differential equation is also provided.
Keywords: stochastic solution flow, invariant measure, atomic operator.
Received: 10.10.2013
English version:
St. Petersburg Mathematical Journal, 2015, Volume 26, Issue 4, Pages 607–642
DOI: https://doi.org/10.1090/spmj/1353
Bibliographic databases:
Document Type: Article
Language: English
Citation: A. Ponosov, E. Stepanov, “Atomic operators, random dynamical systems and invariant measures”, Algebra i Analiz, 26:4 (2014), 148–194; St. Petersburg Math. J., 26:4 (2015), 607–642
Citation in format AMSBIB
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\paper Atomic operators, random dynamical systems and invariant measures
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  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Алгебра и анализ St. Petersburg Mathematical Journal
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