Invariant measures of diffusions with gradient drifts

DOI10.1134/S1064562410050297zbMATH Open1222.60058OpenAlexW2021620551MaRDI QIDQ630261FDOQ630261

Authors: A. I. Kirillov, Vladimir I. Bogachev, S. V. Shaposhnikov 

Publication date: 17 March 2011

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562410050297

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zbMATH Keywords

diffusion processinvariant measuregradient drift

Mathematics Subject Classification ID

Diffusion processes (60J60) Stationary stochastic processes (60G10) Probabilistic measure theory (60A10)

Cites Work

• Elliptic equations for invariant measures on finite and infinite dimensional manifolds
• Differentiable measures and the Malliavin calculus
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• Invariance implies Gibbsian: some new results
• On nonuniqueness of solutions to elliptic equations for probability measures
• Elliptic equations for invariant measures on Riemannian manifolds: Existence and regularity of solutions

Cited In (12)

• Invariant measure for diffusions with jumps
• Additive functionals and push forward measures under Veretennikov's flow
• Deep relaxation of controlled stochastic gradient descent via singular perturbations
• Invariant measures of stochastic gradient systems in Riemannian manifolds and Gibbs measures
• An integral inequality for the invariant measure of some finite dimensional stochastic differential equation
• On the uniqueness of integrable and probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equations
• Stochastic Diffeomorphisms and Homogenization of Multiple Integrals
• On uniqueness problems related to elliptic equations for measures
• Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension
• Invariant measures for uniformly recurrent diffusion kernels
• Differentiability of invariant measures of diffusions with respect to a parameter
• A Generalization of Khasminskii's Theorem on the Existence of Invariant Measures for Locally Integrable Drifts

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