Criteria for recurrence and existence of invariant measures for multidimensional diffusions

Cited in

(49)

Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
Strong invariance principle for singular diffusions.
On the relative value iteration with a risk-sensitive criterion
Ergodic behaviour of stochastic parabolic equations
Efficient Multimodal Sampling via Tempered Distribution Flow
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Time averages, recurrence and transience in the stochastic replicator dynamics
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
Recurrence and transience of Gaussian diffusion processes
Hitting of submanifolds by diffusions
On the speed of convergence of multidimensional diffusions to equilibrium
On the convergence of gradient-like flows with noisy gradient input
Recurrence and ergodicity for A class of regime-switching jump diffusions
Variational formula for the stability of regime-switching diffusion processes
Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
Stability for multidimensional jump-diffusion processes
Asymptotic properties of solutions of multidimensional stochastic differential equations
Recurrence and transience for jump–diffusion processes
The long-run behavior of the stochastic replicator dynamics
Controllability of stochastic linear systems
On independent statistical decision problems and products of diffusions
Penalized nonparametric drift estimation for a multidimensional diffusion process
Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection
Divergence, convergence and moments of some integral functionals of diffusions
Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology
Stochastic population growth in spatially heterogeneous environments
Integral identity and measure estimates for stationary Fokker-Planck equations
Criteria for ergodicity of Lévy type operators in dimension one
Noise can create periodic behavior and stabilize nonlinear diffusions
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Strong invariance principles for ergodic Markov processes
Recurrence criteria for generalized Dirichlet forms
Portfolios and risk premia for the long run
Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions
Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
On sub-geometric ergodicity of diffusion processes
Exclusion and persistence in deterministic and stochastic chemostat models
On the solutions of linear elliptic equations in exterior domains
A stochastic competing-species model and ergodicity
Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
Ergodicity of Lévy-type processes
Continuous-time perpetuities and time reversal of diffusions
Recurrence and ergodicity of diffusions
Stability in distribution and volume nullification of levy flow
Conformalized-DeepONet: a distribution-free framework for uncertainty quantification in deep operator networks
On the functional central limit theorem and the law of the iterated logarithm for Markov processes
Hitting a boundary point by diffusions in the closed half space
On the structure of attractors and invariant measures for a class of monotone random systems

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