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Infinite-dimensional Langevin equations: uniqueness and rate of convergence for finite-dimensional approximations

✍ Scribed by Sigurd Assing


Publisher
Springer
Year
2001
Tongue
English
Weight
162 KB
Volume
120
Category
Article
ISSN
1432-2064

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On uniqueness of invariant measures for
✍ S. Albeverio; V. Bogachev; M. RΓΆckner πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 556 KB

We prove uniqueness of "invariant measures," i.e., solutions to the equation L \* Β΅ = 0 where L = βˆ† + B β€’ βˆ‡ 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