Remarks on Ergodic Theory of Stochastic Flows and Control Flows
Remarks on Ergodic Theory of Stochastic Flows and Control Flows
Stochastic systems and control systems with values in a state space M can be considered as dynamical systems on the space U × M, where U denotes the space of admissible control functions for control systems, and the trajectory space of an underlying noise process for stochastic systems. Invariant probability …