The invariant distribution of a diffusion: some new aspects

zbMATH Open1135.60051MaRDI QIDQ5436614FDOQ5436614

Authors: Henry P. McKean 

Publication date: 17 January 2008

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zbMATH Keywords

stochastic flowsstationary distributionsscalar diffusions

Mathematics Subject Classification ID

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

Cited In (6)

• Principal invariants and inherent parameters of diffusion kurtosis tensors
• Title not available (Why is that?)
• On convergence of 1D Markov diffusions to heavy-tailed invariant density
• Invariant probability distributions for measure-valued diffusions.
• Title not available (Why is that?)
• One-dimensional scale invariant diffusions

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