On the existence and uniqueness of invariant measure for multidimensional diffusion processes

MaRDI QIDQ4595543zbMATH OpenFDO

Authors Carlo Bianca, Christian Dogbe

Publication date 5 December 2017

Full work available at URL http://nonlinearstudies.com/index.php/nonlinear/article/view/1554

zbMATH Keywords

diffusion processelliptic equations for measuresergodicityinvariant measureLyapunov functions

Mathematics Subject Classification ID

Hypoelliptic equations (35H10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(6)

• Existence of invariant measures for diffusion processes on a Wiener space
• scientific article; zbMATH DE number 1066385 (Why is no real title available?)
• scientific article; zbMATH DE number 836664 (Why is no real title available?)
• Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
• Discretization of the ergodic functional central limit theorem
• On representations of mean-field variational inference

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