Criteria for recurrence and existence of invariant measures for multidimensional diffusions
From MaRDI portal
Publication:1249809
DOI10.1214/aop/1176995476zbMath0386.60056OpenAlexW1976706540MaRDI QIDQ1249809
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995476
Related Items (46)
On the structure of attractors and invariant measures for a class of monotone random systems ⋮ ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM ⋮ Recurrence and transience for jump–diffusion processes ⋮ Hitting a boundary point by diffusions in the closed half space ⋮ Time averages, recurrence and transience in the stochastic replicator dynamics ⋮ Hitting of submanifolds by diffusions ⋮ Variational formula for the stability of regime-switching diffusion processes ⋮ Penalized nonparametric drift estimation for a multidimensional diffusion process ⋮ Asymptotic properties of solutions of multidimensional stochastic differential equations ⋮ Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case ⋮ The rate of escape for some Gaussian processes and the scattering theory for their small perturbations ⋮ Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control ⋮ Ergodicity of Lévy-Type Processes ⋮ Stochastic population growth in spatially heterogeneous environments ⋮ Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology ⋮ Portfolios and risk premia for the long run ⋮ On the Convergence of Gradient-Like Flows with Noisy Gradient Input ⋮ Strong invariance principles for ergodic Markov processes ⋮ Controllability of stochastic linear systems ⋮ On sub-geometric ergodicity of diffusion processes ⋮ On the solutions of linear elliptic equations in exterior domains ⋮ Recurrence and ergodicity of diffusions ⋮ Recurrence and transience of Gaussian diffusion processes ⋮ On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions ⋮ Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Continuous-time perpetuities and time reversal of diffusions ⋮ Criteria for ergodicity of Lévy type operators in dimension one ⋮ Stability in distribution and volume nullification of levy flow ⋮ Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space ⋮ On independent statistical decision problems and products of diffusions ⋮ Divergence, convergence and moments of some integral functionals of diffusions ⋮ The long-run behavior of the stochastic replicator dynamics ⋮ User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient ⋮ A stochastic competing-species model and ergodicity ⋮ Recurrence criteria for generalized Dirichlet forms ⋮ Ergodic behaviour of stochastic parabolic equations ⋮ Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection ⋮ On the relative value iteration with a risk-sensitive criterion ⋮ On the functional central limit theorem and the law of the iterated logarithm for Markov processes ⋮ Exclusion and persistence in deterministic and stochastic chemostat models ⋮ Strong invariance principle for singular diffusions. ⋮ Recurrence and ergodicity for A class of regime-switching jump diffusions ⋮ Stability for multidimensional jump-diffusion processes ⋮ Noise can create periodic behavior and stabilize nonlinear diffusions ⋮ Integral identity and measure estimates for stationary Fokker-Planck equations
This page was built for publication: Criteria for recurrence and existence of invariant measures for multidimensional diffusions