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
β¦ LIBER β¦
On the Smoothness and Singularity of Invariant Measures and Transition Probabilities of Infinite-dimensional Diffusions
β Scribed by Tolmachev, N. A.
- Book ID
- 118227078
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1999
- Tongue
- English
- Weight
- 158 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0040-585X
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