Skip to main content

All Questions

Filter by
Sorted by
Tagged with
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(...
0xbadf00d's user avatar
  • 167
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 ...
S.Surace's user avatar
  • 1,675
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 ...
S.Surace's user avatar
  • 1,675
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 ...
Anton's user avatar
  • 383