On the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\)

DOI10.1007/S10959-006-0046-XzbMath1117.60077arXivmath/0412410OpenAlexW1535336940MaRDI QIDQ877232

Michele Baldini

Publication date: 19 April 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412410

zbMATH Keywords

diffusiondiffeomorphisminvariant measurestochastic flow

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (1)

On the Lyapunov exponent of a multidimensional stochastic flow

Cites Work

• The parabolic differential equations and the associated semigroups of transformation
• Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the invariant measure of a positive recurrent diffusion in \({\mathbb{R}}\)