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Results 1 to 25 of 873

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Variational formulation and ergodic invariantsCARREIRA, A; HONGLER, M. O; VILELA MENDES, R et al.Physics letters. A. 1991, Vol 155, Num 6-7, pp 388-396, issn 0375-9601, 9 p.Article

Paradoxical decompositions and invariant measuresZAKRZEWSKI, P.Proceedings of the American Mathematical Society. 1991, Vol 111, Num 2, pp 533-539, issn 0002-9939, 7 p.Article

Equivalent σ-finite invariant measuresBUTLER, Svetlana; KOSEK, Wojciech; ROSENBLATT, Joseph et al.Journal of mathematical analysis and applications. 2006, Vol 324, Num 2, pp 850-861, issn 0022-247X, 12 p.Article

Dynamical conditions for convergence of a maximum entropy method for Frobenius-Perron operator equationsBOSE, Christopher J; MURRAY, Rua.Applied mathematics and computation. 2006, Vol 182, Num 1, pp 210-212, issn 0096-3003, 3 p.Article

A note on the geometric ergodicity of a Markov chainCHAN, K. S.Advances in applied probability. 1989, Vol 21, Num 3, pp 702-704, issn 0001-8678, 3 p.Article

Invariant measures for general(ized) induced transformationsZWEIMÜLLER, Roland.Proceedings of the American Mathematical Society. 2005, Vol 133, Num 8, pp 2283-2295, issn 0002-9939, 13 p.Article

CONFORMAL INVARIANTS ASSOCIATED TO A MEASURE: CONFORMALLY COVARIANT OPERATORSCHANG, Sun-Yung A; GURSKY, Matthew J; YANG, Paul et al.Pacific journal of mathematics. 2011, Vol 253, Num 1, pp 37-56, issn 0030-8730, 20 p.Article

Snap-back repellers and scrambled sets in general topological spacesBOYARSKY, Abraham; GORA, Pawel; LIOUBIMOV, Vadim et al.Nonlinear analysis. 2001, Vol 43, Num 5, pp 591-604, issn 0362-546XArticle

On estimating absolutely continuous invariant measuresJIU DING; AIHUI ZHOU.Nonlinear analysis. 2001, Vol 43, Num 6, pp 683-691, issn 0362-546XArticle

On the existence of an invariant measure for Markov-Feller operatorsMYJAK, Jozef; SZAREK, Tomasz.Journal of mathematical analysis and applications. 2004, Vol 294, Num 1, pp 215-222, issn 0022-247X, 8 p.Article

The Brownian loop soupLAWLER, Gregory F; WERNER, Wendelin.Probability theory and related fields. 2004, Vol 128, Num 4, pp 565-588, issn 0178-8051, 24 p.Article

Decay of correlations for certain quadratic mapsYOUNG, L. S.Communications in mathematical physics. 1992, Vol 146, Num 1, pp 123-138, issn 0010-3616Article

A particle system with massive destructionSWINDLE, G; GRANNAN, E.Journal of physics. A, mathematical and general. 1990, Vol 23, Num 2, pp L73-L78, issn 0305-4470Article

Non-hyperbolicity and invariant measures for unimodal mapsNOWICKI, T; VAN STRIEN, S.Annales de l'I.H.P. Physique théorique. 1990, Vol 53, Num 4, pp 427-429, issn 0246-0211, 3 p.Article

Poincaré inequality for linear SPDE driven by Levy NoiseYINGCHAO XIE.Stochastic processes and their applications. 2010, Vol 120, Num 10, pp 1950-1965, issn 0304-4149, 16 p.Article

Stochastic wave equations with dissipative dampingBARBU, Viorel; DA PRATO, Giuseppe; TUBARO, Luciano et al.Stochastic processes and their applications. 2007, Vol 117, Num 8, pp 1001-1013, issn 0304-4149, 13 p.Article

Measure of noninvertibility of minimal mapsDOWNAROWICZ, Tomasz; MALCKY, Peter; SNOHA, Lubomir et al.Journal of mathematical analysis and applications. 2006, Vol 317, Num 2, pp 714-723, issn 0022-247X, 10 p.Article

Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motionsPINSKY, Ross G.Stochastic processes and their applications. 2005, Vol 115, Num 6, pp 875-889, issn 0304-4149, 15 p.Article

Marche aléatoire sur le semi-groupe des contractions de Rd. Cas de la marche aléatoire sur R+ avec choc élastique en zéro = Random walk on the semigroup of contractions on Rd. The case of the random walk on R+ with elastic bound at zeroLEGUESDRON, J. P.Annales de l'I.H.P. Probabilités et statistiques. 1989, Vol 25, Num 4, pp 483-502, issn 0246-0203, 20 p.Article

Generic properties of measures invariant with respect to the Ważewslca partial differential equationBIELACZYC, Tomasz.Journal of mathematical analysis and applications. 2010, Vol 372, Num 1, pp 1-7, issn 0022-247X, 7 p.Article

On pathwise uniqueness of stochastic evolution equations in Hilbert spacesBIN XIE.Journal of mathematical analysis and applications. 2008, Vol 344, Num 1, pp 204-216, issn 0022-247X, 13 p.Article

A microscopic model of interface related to the Burgers equationDE MASI, A; FERRARI, P. A; VARES, M. E et al.Journal of statistical physics. 1989, Vol 55, Num 3-4, pp 601-609, issn 0022-4715, 9 p.Article

Variational solutions of dissipative jump-type stochastic evolution equationsLIJUN BO; KEHUA SHI; YONGJIN WANG et al.Journal of mathematical analysis and applications. 2011, Vol 373, Num 1, pp 111-126, issn 0022-247X, 16 p.Article

Ergodicity of filtering process by vanishing discount approachDI MASI, G. B; STETTNER, L.Systems & control letters. 2008, Vol 57, Num 2, pp 150-157, issn 0167-6911, 8 p.Article

The noisy voter-exclusion processJUNG, Paul.Stochastic processes and their applications. 2005, Vol 115, Num 12, pp 1979-2005, issn 0304-4149, 27 p.Article

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