Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs

DOI10.1007/s00028-020-00593-yOpenAlexW3036033885MaRDI QIDQ2021716

Hae Sung Lee, Gerald Trutnau

Publication date: 27 April 2021

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09886

zbMATH Keywords

invariant measuremoment inequalitiesstrong Feller propertyuniqueness in lawelliptic and parabolic regularityItô-SDEKrylov type estimate

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Second-order elliptic equations (35J15) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

Related Items (4)

Zvonkin’s transform and the regularity of solutions to double divergence form elliptic equations ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators ⋮ Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space

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