Non perturbative construction of invariant measure through confinement by curvature (Q1128305): Difference between revisions
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Revision as of 02:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Non perturbative construction of invariant measure through confinement by curvature |
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Non perturbative construction of invariant measure through confinement by curvature (English)
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2 March 1999
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One considers a Brownian motion with drift on a Riemannian manifold and its associated curvature. If the curvature is positive, then there exists a unique invariant probability measure, and this measure satisfies an integration by parts formula. The authors obtain estimates which do not depend on the dimension, so these properties can be extended to a class of diffusions on a Hilbert space.
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invariant measure
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integration by parts formula
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stochastic calculus on manifolds
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