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Weak Feller property and invariant measures

OndrejŠt, M (Academy of Sciences of the Czech Republic)
Tuesday 11 September 2012, 16:50-17:30

Seminar Room 1, Newton Institute


We show that many stochastic differential equations (even on unbounded domains) are weakly Feller and bounded in probability. Consequently, an invariant measure exists by the Krylov-Bogolyubov theorem as boundedness coincides with compactness in the weak topology. A joint work with Jan Seidler and Zdzislaw Brzezniak.


[pdf ]


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