We prove uniqueness of "invariant measures," i.e., solutions to the equation L \* µ = 0 where L = ∆ + B • ∇ on R n with B satisfying some mild integrability conditions and µ 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
Relative entropy and mixing properties of infinite dimensional diffusions
✍ Scribed by A. F. Ramírez
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 329 KB
- Volume
- 110
- Category
- Article
- ISSN
- 1432-2064
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