A classification of diffusion processes with boundaries by their invariant measures

DOI10.1214/AOP/1176992903zbMath0582.60074OpenAlexW2047317020MaRDI QIDQ1068456

Ross G. Pinsky

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992903

zbMATH Keywords

invariant measuresdriftdiffusion processes with boundaries

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (3)

Large deviations for the empirical measure of a diffusion via weak convergence methods ⋮ Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals ⋮ Parametric dynamics of level spacings in quantum chaos

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