Regularity and global bounds of densities of invariant measures of diffusion processes (Q2455320)
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English | Regularity and global bounds of densities of invariant measures of diffusion processes |
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Regularity and global bounds of densities of invariant measures of diffusion processes (English)
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22 October 2007
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Let \(L\) be an elliptic partial differential operator on \(\mathbb{R}^n\). The measure \(\mu\) on \(\mathbb{R}^n\) is a solution of \(L^*\mu= 0\) if \(L\varphi\in L^1(|\mu|)\) and \(\int L\varphi\,d\mu= 0\) for all \(\varphi\in C^\infty_0(\mathbb{R}^n)\). In particular, any invariant measure of the diffusion generated by \(L\) satisfies \(L^*\mu= 0\). Extending results of \textit{G. Metafune}, \textit{D. Pallara} and \textit{A. Rhandi} [J. Funct. Anal. 223, No. 2, 396--424 (2005; Zbl 1131.35318)] the authors prove regularity of the solutions of \(L^*\mu= v\) and obtain bounds for the corresponding densities.
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invariant measures of diffusions
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elliptic equation for measures
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regularity of solutions
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global bounds
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