Existence of invariant measures for diffusion processes on a Wiener space
The author proves the existence of finite invariant measures for diffusion processes with non constant diffusion coefficient and an unbounded drift coefficient satisfying a kind of exponential integrability [see also \textit{I. Shigekawa}, Osaka J. Math. 24, 37-59 (1987; Zbl 0636.60080), \textit{R. V. Vintschger}, Probab. Theory Relat. Fields 82, No. 2, 307-313 (1989; Zbl 0659.60109) and \textit{T. S. Zhang}, in: Ideas and methods in mathematical analysis, stochastics and applications. In memory of R. Høegh-Krohn, Vol. 1, 283-294 (1992; Zbl 0774.60071) for similar questions]. The diffusion process is constructed by using the theory of Dirichlet forms and the Girsanov transformation. Measures are supposed to be absolute continuous with respect to the Wiener measure [see also \textit{V. I. Bogachev} and \textit{M. Röckner}, J. Funct. Anal. 133, No. 1, 168-223 (1995; Zbl 0840.60069) or \textit{V. I. Bogachev}, \textit{N. Krylov} and \textit{M. Röckner}, ibid. 138, No. 1, 223-242 (1996)]. The difficulty is that the generator is no more compact. However the hyperboundedness of the associated semigroup plays an important role.
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