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Invariant or quasi-invariant probability measures for infinite dimensional groups

✍ Scribed by Paul Malliavin


Book ID
107385688
Publisher
Springer
Year
2008
Tongue
English
Weight
299 KB
Volume
3
Category
Article
ISSN
0289-2316

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On uniqueness of invariant measures for
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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