Research output: Contribution to journal › Article › peer-review
A detailed estimate on the growth of the position coordinate in a nonlinearly perturbed Ornstein-Uhlenbeck phase process is given in all dimensions d greater than or equal to 3. The corresponding stochastic wave operators are constructed. A corresponding asymptotics of the phase space process for stochastically perturbed oscillator processes, and systems of semilinear stochastic differential equations with nondiagonal constant diffusion matrix is also studied, Extensions to infinite dimensional cases (stochastically perturbed wave equation and Schrodinger equations) are given.
| Original language | English |
|---|---|
| Pages (from-to) | 139-159 |
| Number of pages | 21 |
| Journal | Stochastic Processes and their Applications |
| Volume | 67 |
| Issue number | 2 |
| DOIs | |
| State | Published - 16 May 1997 |
ID: 86492954