The existence of invariant measures for C[0,1]-valued diffusions

DOI10.1007/BF00354766zbMath0687.60073OpenAlexW179847871MaRDI QIDQ1263169

R.v. Vintschger

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00354766

zbMATH Keywords

generatorperturbation theoryWiener measureOrnstein-Uhlenbeck processinfinitesimalCameron-Martin space

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

Differentiable measures and the Malliavin calculus

Cites Work

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• Sobolev spaces of Wiener functionals and Malliavin's calculus
• Existence of invariant measures of diffusions on an abstract Wiener space
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Malliavin's calculus and stochastic integral representations of functional of diffusion processes^†

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