All Questions
4 questions
2
votes
1
answer
159
views
Can we show that this transition semigroup preserves a certain Wasserstein space?
Let $E$ be a separable $\mathbb R$-Banach space, $v:E\to[1,\infty)$ be continuous, $$\rho(x,y):=\inf_{\substack{\gamma\:\in\:C^1([0,\:1],\:E)\\ \gamma(0)\:=\:x\\ \gamma(1)\:=\:y}}\int_0^1v\left(\gamma(...
4
votes
1
answer
302
views
Almost sure stability of a scalar, nonautonomous, nonlinear SDE
I asked this problem on MSE some while ago, but it has stubbornly resisted any attempts at solving it.
Maybe there is someone here who can either close the gap in one of the existing answers or has ...
2
votes
0
answers
104
views
Stochastic stability of "open" continuous-time stochastic systems: reference request
I'm looking for results on the stability of stochastic systems, e.g. SDEs, whose coefficients depend on a different process that is not necessarily stable. I'm calling those systems "open" here, but ...
3
votes
0
answers
73
views
Uniqueness of a stationary measure for a simple ODE
How to prove uniqueness of the stationary measure using coupling approach to the following process: $u_{n+1}=S(1)u_n+\eta_{n+1}(\omega)$, where
a) $S(1)y_0:=y(1)$, $y(t)$ solves the following Cauchy ...