The nonuniqueness of solutions to elliptic equations for probability measures (Q954203): Difference between revisions

This short note studies measures, which are solutions of \({\mathcal L}^* \mu\), where \({\mathcal L}\) is a linear second order differential operator. This describes invariant measures of the corresponding diffusion process. The main results of the paper give sufficient conditions that ensure the existence of at least two (or more) linearly independent solutions. An example with an infinite-dimensional solution space is given.