Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs (Q2021716): Difference between revisions
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English | Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs |
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Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs (English)
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27 April 2021
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elliptic and parabolic regularity
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strong Feller property
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invariant measure
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Krylov type estimate
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moment inequalities
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uniqueness in law
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Itô-SDE
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