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The existence of invariant measures forC[0,1]-valued diffusions
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  • Published: June 1989

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

  • R. v. Vintschger1 

Probability Theory and Related Fields volume 82, pages 307–313 (1989)Cite this article

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  • 2 Citations

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Summary

We prove the existence of an invariant measure for processes arising from a perturbation of theC[0,1]-valued Ornstein-Uhlenbeck process with a drift taking values in the Cameron-Martin space. We study the infinitesimal generator, and a partial integration onC[0,1] will yield conditions on the drift which enable us to use arguments of perturbation theory to prove the existence of an invariant measure which is absolutely continuous with respect to the Wiener measure.

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References

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Authors and Affiliations

  1. Im Walde 36, CH-8702, Zollikon, Switzerland

    R. v. Vintschger

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  1. R. v. Vintschger
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Vintschger, R.v. The existence of invariant measures forC[0,1]-valued diffusions. Probab. Th. Rel. Fields 82, 307–313 (1989). https://doi.org/10.1007/BF00354766

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  • Received: 22 December 1987

  • Issue Date: June 1989

  • DOI: https://doi.org/10.1007/BF00354766

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Keywords

  • Stochastic Process
  • Perturbation Theory
  • Probability Theory
  • Invariant Measure
  • Mathematical Biology
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