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 languageEnglish
Pages (from-to)139-159
Number of pages21
JournalStochastic Processes and their Applications
Volume67
Issue number2
DOIs
StatePublished - 16 May 1997

    Research areas

  • stochastic wave operators, asymptotics, non-linear stochastic processes, stochastically perturbed Schrodinger equations, INVARIANT-MEASURES, RECURRENCE, DIFFUSIONS

ID: 86492954