A new approach to the existence of invariant measures for Markovian semigroups

DOI10.1214/18-AIHP905zbMath1421.37010arXiv1508.06863OpenAlexW2963471080WikidataQ127856249 ScholiaQ127856249MaRDI QIDQ2320390

Iulian Cîmpean, Lucian Beznea, Michael Roeckner

Publication date: 22 August 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06863

zbMATH Keywords

Lyapunov functioninvariant measureSobolev inequalityKomlós lemmaMarkovian semigrouptransition functionHarris' ergodic theoremKrylov-Bogoliubov theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Ergodic theory of linear operators (47A35) General groups of measure-preserving transformations (28D15) Quantum equilibrium statistical mechanics (general) (82B10) Ergodic theorems, spectral theory, Markov operators (37A30) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Transition functions, generators and resolvents (60J35) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Related Items

Regularity and stability of invariant measures for diffusion processes under synthetic lower Ricci curvature bounds ⋮ Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation ⋮ Distribution flows associated with positivity preserving coercive forms ⋮ Averaging principles for Markovian models of plasticity

Cites Work

• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• SPDE in Hilbert space with locally monotone coefficients
• Markov chains and stochastic stability
• Lower bound technique in the theory of a stochastic differential equation
• On ergodicity of some Markov processes
• Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
• Continuity and compactness of measures
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Existence of invariant measures for diffusion processes on a Wiener space
• Exponential decay of positivity preserving semigroups on \(L^p\)
• Invariant, super and quasi-martingale functions of a Markov process
• Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
• Drift conditions and invariant measures for Markov chains.
• Existence and uniqueness of invariant measures: An approach via sectorial forms
• A concise course on stochastic partial differential equations
• Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities
• Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
• Stability of Markovian processes II: continuous-time processes and sampled chains
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Probabilistic Properties of Deterministic Systems
• Integral Representations of Invariant Measures
• A dynamical system in a Hilbert space with a weakly attractive nonstationary point
• Ergodicity for Infinite Dimensional Systems
• Harnack Inequalities for Stochastic Partial Differential Equations
• A REMARK ON THE GENERATOR OF A RIGHT-CONTINUOUS MARKOV PROCESS
• Positive Operators on C(X)
• A generalization of a problem of Steinhaus
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A new approach to the existence of invariant measures for Markovian semigroups