Abstract
Assume we are given a family of Markov processes with a common state space E with generators Aε, ε>0 such that for each ε the corresponding process possesses a unique invariant probability measure µε. Further assume that the generators converge to some Markov generator A as ε→0 in some appropriate sense and that A corresponds to a deterministic motion on the state space E. Then one may ask whether µε converge to some probability measure µ as ε→0 and if so whether µ is invariant under the dynamics given by A.
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© 1990 Kluwer Academic Publishers
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Scheutzow, M. (1990). Stationary Stochastic Perturbation of a Linear Delay Equation. In: Albeverio, S., Streit, L., Blanchard, P. (eds) Stochastic Processes and their Applications. Mathematics and Its Applications (Soviet Series), vol 61. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-2117-7_18
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DOI: https://doi.org/10.1007/978-94-009-2117-7_18
Publisher Name: Springer, Dordrecht
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