数学
仿射变换
随机微分方程
数学分析
固定溶液
平稳分布
微分方程
应用数学
纯数学
马尔可夫链
统计
作者
Ludwig Arnold,Constantin Tudor
出处
期刊:Stochastics and Stochastics Reports
日期:1998-07-01
卷期号:64 (3-4): 177-193
被引量:61
标识
DOI:10.1080/17442509808834163
摘要
We associate in a canonical way to an almost periodic affine SDE a stochastic equation driven by a dynamical system. We prove the existence of a unique stationary solution provided the corresponding linear SDE is hyperbolic. If the linear SDE is stable, the stationary solution is used to obtain a solution which is almost periodic in distribution.
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