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Stationary solutions of retarded Ornstein–Uhlenbeck processes in Hilbert spaces

Authors :
Kai Liu
Source :
Statistics & Probability Letters. 78:1775-1783
Publication Year :
2008
Publisher :
Elsevier BV, 2008.

Abstract

In this note, we shall study a class of retarded Langevin equations in infinite-dimensional spaces. An informative description of stationary solutions is given by means of Green operators, Lyapunov equations, the second moment bounds and retarded point spectrum. The covariance operator of the stationary solution is described as a solution of some retarded operator equation.

Details

ISSN :
01677152
Volume :
78
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........dacad3f637f6e72e24fa40cdc582d542
Full Text :
https://doi.org/10.1016/j.spl.2008.01.026