Invariant Probability Distributions for Measure-Valued Diffusions
Pinsky, Ross G.
Ann. Probab., Tome 29 (2001) no. 1, p. 1476-1514 / Harvested from Project Euclid
We investigate the set of invariant probability distributions for measure-valued diffusion processes corresponding to semilinear operators of the form $u_t = L_0 u + \beta u - \alpha u^2$, where $L_0 = 1/2 \sum_{i,j=1}^d a_{i,j} \frac{\partial^2}{\partial x_i \partial x_j}+ \sum_{i=1}^d b_1\frac{\partial}{\partial x_i}$
Publié le : 2001-10-14
Classification:  Measure-valued processes,  diffusion processes,  invariant distributions,  Markov processes,  60J60
@article{1015345759,
     author = {Pinsky, Ross G.},
     title = {Invariant Probability Distributions for Measure-Valued
		 Diffusions},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 1476-1514},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345759}
}
Pinsky, Ross G. Invariant Probability Distributions for Measure-Valued
		 Diffusions. Ann. Probab., Tome 29 (2001) no. 1, pp.  1476-1514. http://gdmltest.u-ga.fr/item/1015345759/