The invariant distribution of a diffusion: some new aspects

MaRDI QIDQ5436614zbMATH OpenFDO

Authors Henry P. McKean

Publication date 17 January 2008

zbMATH Keywords

scalar diffusionsstationary distributionsstochastic flows

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic stability in control theory (93E15)

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(7)

• Invariant probability distributions for measure-valued diffusions.
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• One-dimensional scale invariant diffusions
• scientific article; zbMATH DE number 1902424 (Why is no real title available?)
• On convergence of 1D Markov diffusions to heavy-tailed invariant density
• Principal invariants and inherent parameters of diffusion kurtosis tensors

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