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On the existence of equivalent finite invariant measures

โœ Scribed by D. L. Hanson; F. T. Wright


Publisher
Springer
Year
1970
Tongue
English
Weight
199 KB
Volume
14
Category
Article
ISSN
1432-2064

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We prove the existence of an invariant measure for processes arising from a perturbation of the C[0, 1]-valued Ornstein-Uhlenbeck process with a drift taking values in the Cameron-Martin space. We study the infinitesimal generator, and a partial integration on C[0, 1] will yield conditions on the dr