Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients (Q2234896)
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scientific article; zbMATH DE number 7411582
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| English | Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients |
scientific article; zbMATH DE number 7411582 |
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Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients (English)
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19 October 2021
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pathwise uniqueness
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non-explosion
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recurrence
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ergodicity
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invariant probability measure
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strong Feller property
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elliptic and parabolic regularity
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