Recurrence and ergodicity of diffusions (Q1171837): Difference between revisions

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+Criteria for recurrence and existence of invariant measures for multidimensional diffusions
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+Representation of an isotropic diffusion as a skew product
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+ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
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+Proof of the law of iterated logarithm through diffusion equation
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+https://doi.org/10.1016/0047-259x(82)90086-0
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+W2008955606
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