Existence, uniqueness, and regularity of the invariant measure for a class of elliptic degenerate operators.

zbMath1150.60387MaRDI QIDQ2426198

Giuseppe Da Prato, Hélène Frankowska

Publication date: 21 April 2008

Published in: Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

regularity; existence; uniqueness; elliptic degenerate operators

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G30: Continuity and singularity of induced measures