Jump to ContentJump to Main Navigation
Stochastic Analysis and Diffusion Processes$
Users without a subscription are not able to see the full content.

Gopinath Kallianpur and P Sundar

Print publication date: 2014

Print ISBN-13: 9780199657063

Published to Oxford Scholarship Online: April 2014

DOI: 10.1093/acprof:oso/9780199657063.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2022. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use.date: 26 June 2022

Invariant Measures and Ergodicity

Invariant Measures and Ergodicity

(p.292) 11 Invariant Measures and Ergodicity
Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur

P. Sundar

Oxford University Press

Existence of stationary measures and ergodic behavior of stochastic systems form an active and important research area with several applications in engineering, physical and biological sciences. A mean-square ergodic theorem is proved for one-dimensional diffusions. Existence and uniqueness of invariant measures, and ergodicity for Markov processes are established under fairly general hypotheses.

Keywords:   invariant measure, ergodic measure, strong Feller property, irreducibility, invariant set

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .