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Differentiability of invariant measures of diffusions with respect to a parameter

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Authors and Affiliations

  1. Faculty of Mechanics and Mathematics, Moscow State University, Moscow, 119991, Russia

    V. I. Bogachev & S. V. Shaposhnikov

  2. St. Tikhon’s Orthodox Humanitarian University, Novokuznetskaya ul. 23-5A, Moscow, 115184, Russia

    V. I. Bogachev & S. V. Shaposhnikov

  3. School of Mathematics, University of Leeds, Leeds, UK

    A. Yu. Veretennikov

  4. National Research University Higher School of Economics, Pokrovskii bulv. 11, Moscow, 109028, Russia

    A. Yu. Veretennikov

  5. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Nakhimovskii pr. 36-1, Moscow, 117218, Russia

    A. Yu. Veretennikov

Authors
  1. V. I. Bogachev
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  2. A. Yu. Veretennikov
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  3. S. V. Shaposhnikov
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Corresponding author

Correspondence to V. I. Bogachev.

Additional information

Published in Russian in Doklady Akademii Nauk, 2015, Vol. 460, No. 5, pp. 507–511.

The article was translated by the authors.

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Bogachev, V.I., Veretennikov, A.Y. & Shaposhnikov, S.V. Differentiability of invariant measures of diffusions with respect to a parameter. Dokl. Math. 91, 76–79 (2015). https://doi.org/10.1134/S106456241501024X

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  • DOI: https://doi.org/10.1134/S106456241501024X

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