Correction Note: Correction to "Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions"
Bhattacharya, R. N.
Ann. Probab., Tome 8 (1980) no. 6, p. 1194-1195 / Harvested from Project Euclid
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The note contains a construction of (possibly explosive) diffusions whose coefficients satisfy Stroock-Varadhan-type regularity conditions, but are unbounded. The appropriate state space here is the one-point compactification of $R^k$, and the sample paths of the diffusions are shown to be a.s. continuous on this state space.
Publié le : 1980-12-14
Classification:  Transition function,  stopping times,  strong Markov property,  60J60 
@article{1176994584,
     author = {Bhattacharya, R. N.},
     title = {Correction Note: Correction to "Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions"},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 1194-1195},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994584}
}

Bhattacharya, R. N. Correction Note: Correction to "Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions". Ann. Probab., Tome 8 (1980) no. 6, pp.  1194-1195. http://gdmltest.u-ga.fr/item/1176994584/