EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS

EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS

We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the mentioned stochastic process. The initial-bounda...

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Bibliographic Details
Main Author: Claudio Fernando Balcázar Huapaya
Format: Article
Language:Spanish
Published: Universidad Nacional Mayor de San Marcos 2014-09-01
Series:Pesquimat
Subjects:
Movimiento Browniano
medida invariante
ecuación de Von Karman estocástica.
Online Access:http://revistasinvestigacion.unmsm.edu.pe/index.php/matema/article/view/9401
Description
Summary:We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the mentioned stochastic process. The initial-boundary value problem for the von Karman plate with random term of Brownian motion is a model where to build a invariant measure.
ISSN:1560-912X
1609-8439

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