Existence and regularity of infinitesimally invariant measures, transition functions and time homogeneous It\^o-SDEs

DOI10.1007/s00028-020-00593-yarXiv1904.09886MaRDI QIDQ6317567

Gerald Trutnau, Hae Sung Lee

Publication date: 22 April 2019

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)

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