Positiveness of invariant measures of diffusion processes (Q2377516)

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Positiveness of invariant measures of diffusion processes
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    Positiveness of invariant measures of diffusion processes (English)
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    19 January 2009
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    This short note studies measures \(\mu\) on \(\mathbb{R}^n\), which are solutions of \({\mathcal L}^* \mu\), where \({\mathcal L}\) is a linear second order differential operator. This means that for all smooth functions \(u\) one has \(\int Lu \;d\mu=0\). The main results of the paper give sufficient conditions that ensure the positivity of the density of \(\mu\).
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    positivity of solutions
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    invariant measures
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    linear PDE
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    second order
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