On Some Diffusion Processes with Stationary Distributions

DOI10.1137/S0040585X97984383MaRDI QIDQ3082702zbMATH OpenFDO

Authors A. I. Noarov

Publication date 16 March 2011

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

diffusion processFokker-Planck equationinvariant measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84)

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Cited in

(18)

• scientific article; zbMATH DE number 3986318 (Why is no real title available?)
• Some boundedness properties of certain stationary diffusion semigroups
• Quantitative concentration of stationary measures
• Approach to Stationarity of the Bernoulli–Laplace Diffusion Model
• A system of elliptic equations for probability measures
• Lyapunov-type conditions for stationary distributions of diffusion processes on hilbert spaces
• On positive and probability solutions to the stationary Fokker-Planck-Kolmogorov equation
• Existence and nonuniqueness of solutions to a functional-differential equation
• Generalized solvability of the stationary Fokker-Planck equation
• Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• Stationary diffusion processes with discontinuous drift coefficients
• Invariant measures of diffusions with gradient drifts
• scientific article; zbMATH DE number 3998479 (Why is no real title available?)
• Differentiability of invariant measures of diffusions with respect to a parameter
• Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains
• Stationary Distributions for Jump Processes with Inert Drift
• Efficient projection method for a system of differential equations of Fokker-Planck type

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