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Invariant measures of diffusion processes in Hilbert spaces and Hilbert manifolds

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Publication:2769660
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zbMATH Open0997.58024MaRDI QIDQ2769660

Yana Belopolskaya

Publication date: 7 November 2002





zbMATH Keywords

stochastic differential equationinvariant measuresHilbert manifolds


Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Differentiability questions for infinite-dimensional manifolds (58B10)



Related Items (7)

Title not available (Why is that?) ⋮ Principal invariants and inherent parameters of diffusion kurtosis tensors ⋮ Invariant measures for uniformly recurrent diffusion kernels ⋮ Diffusion on a Hilbert space equipped with a shift- and rotation-invariant measure ⋮ Title not available (Why is that?) ⋮ A classification of diffusion processes with boundaries by their invariant measures ⋮ Finite-dimensional approximations of diffusion measures in a Hilbert space






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