We prove uniqueness of "invariant measures," i.e., solutions to the equation L \* Β΅ = 0 where L = β + B β’ β on R n with B satisfying some mild integrability conditions and Β΅ being a probability measure on R n . This solves an open problem posed by S. R. S. Varadhan in 1980. The same conditions are s
Diffusion and quasi-invariant measures on infinite-dimensional Lie groups
β Scribed by Yu. L. Daletskii; Ya. I. Shnaiderman
- Publisher
- Springer US
- Year
- 1969
- Tongue
- English
- Weight
- 185 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0016-2663
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