The Annals of Probability

Invariant Probability Distributions for Measure-Valued Diffusions

Ross G. Pinsky

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Abstract

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 $L_0 = 1/2 \sum_{i,j=1}^d a_{i,j} \frac{\partial^2}{\partial x_i \partial x_j}+ \sum_{i=1}^d b_1\frac{\partial}{\partial x_i}$

Article information

Source
Ann. Probab., Volume 29, Number 4 (2001), 1476-1514.

Dates
First available in Project Euclid: 5 March 2002

Permanent link to this document
https://projecteuclid.org/euclid.aop/1015345759

Digital Object Identifier
doi:10.1214/aop/1015345759

Mathematical Reviews number (MathSciNet)
MR1880229

Zentralblatt MATH identifier
1108.60312

Subjects
Primary: 60J60

Keywords
Measure-valued processes diffusion processes invariant distributions Markov processes

Citation

Pinsky, Ross G. Invariant Probability Distributions for Measure-Valued Diffusions. Ann. Probab. 29 (2001), no. 4, 1476--1514. doi:10.1214/aop/1015345759. https://projecteuclid.org/euclid.aop/1015345759


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