A mini-max variational formula giving necessary and sufficient conditions for recurrence or transience of multidimensional diffusion processes

DOI10.1214/aop/1176991779zbMath0651.60079OpenAlexW1998678924MaRDI QIDQ1106561

Ross G. Pinsky

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991779

zbMATH Keywords

diffusion processtransientrecurrentgeneralized Dirichlet principle

Mathematics Subject Classification ID

Diffusion processes (60J60)

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