On uniqueness of invariant measures for
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S. Albeverio; V. Bogachev; M. RΓΆckner
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Article
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1999
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John Wiley and Sons
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English
β 556 KB
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