The existence of invariant measures for C[0,1]-valued diffusions. (English) Zbl 0687.60073
See the preview in Zbl 0659.60109.
MSC:
| 60J60 | Diffusion processes |
Keywords:
Ornstein-Uhlenbeck process; Cameron-Martin space; infinitesimal; generator; perturbation theory; Wiener measureCitations:
Zbl 0659.60109References:
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| [2] | Kato, T.: Perturbation theory for linear operators (2nd edition). Berlin Heidelberg New York: Springer 1976 · Zbl 0342.47009 |
| [3] | Ocone, D.: Malliavin’s calculus and stochastic integral representation of functionals of diffusion processes. Stochastics12, (1984) · Zbl 0542.60055 |
| [4] | Shigekawa, I.: Existence of invariant measures of diffusions on an abstract Wiener space. Osaka J. Math.24, (1987) · Zbl 0636.60080 |
| [5] | Shigekawa, I.: Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ.20, (1980) · Zbl 0476.28008 |
| [6] | Sugita, H.: Sobolev spaces of Wiener functionals and Malliavin’s calculus. J. Math. Kyoto Univ.25, (1985) · Zbl 0581.46026 |
| [7] | Vintschger, R.v.: Zeitumkehr und invariante Masse für Diffusionen auf einem Wienerraum. Diss. ETH 8356, 1987 |
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