Differentiability of invariant measures and of transition probabilities of singular diffusions.

MaRDI QIDQ1432453zbMATH OpenFDO

Authors Vladimir I. Bogachev, N. V. Krylov, Michael Röckner

Publication date 15 June 2004

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

transition probabilitiesinvariant measuressingular diffusionelliptic and parabolic equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Second-order parabolic equations (35K10) Second-order elliptic equations (35J15)

Recommendations

• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• On the Smoothness and Singularity of Invariant Measures and Transition Probabilities of Infinite-dimensional Diffusions
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Cited in

(7)

• On parabolic inequalities for generators of diffusions with jumps
• Strong invariance principle for singular diffusions.
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Regularity and stability of invariant measures for diffusion processes under synthetic lower Ricci curvature bounds
• Positive densities of transition probabilities of diffusion processes
• On nonuniqueness of solutions to elliptic equations for probability measures
• Invariant probability distributions for measure-valued diffusions.

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