Invariant measures of diffusions with gradient drifts

DOI10.1134/S1064562410050297MaRDI QIDQ630261zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

diffusion processinvariant measuregradient drift

Mathematics Subject Classification ID

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

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Cites work

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

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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