A criterion for invariant measures of Itô processes based on the symbol (Q2515514): Difference between revisions

The purpose of this paper is to show that for an Itō process \(X\) with symbol \(p(x, \xi)\) the equation \[ \int e^{i, x, \xi}p(x, \xi)\mu(dx)=0 \] holds if (and only if) \(\mu\) is an (infinitesimal) invariant law for \(X\). It should be noted that in this new criterion no test functions are needed.