The invariant distribution of a diffusion: some new aspects

MaRDI QIDQ5436614zbMATHFDO

Authors Henry P. McKean

Publication date 17 January 2008

zbMATH Keywords

stochastic flowsstationary distributionsscalar diffusions

Mathematics Subject Classification ID

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

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Cited in

(6)

• Invariant probability distributions for measure-valued diffusions.
• scientific article; zbMATH DE number 4166241 (Why is no real title available?)
• On convergence of 1D Markov diffusions to heavy-tailed invariant density
• scientific article; zbMATH DE number 1902424 (Why is no real title available?)
• Principal invariants and inherent parameters of diffusion kurtosis tensors
• One-dimensional scale invariant diffusions

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