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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2002 Volume 193, Number 7, Pages 3–36 (Mi sm665)

This article is cited in 62 papers

Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

V. I. Bogacheva, M. Röcknerb, W. Stannatb

a M. V. Lomonosov Moscow State University
b Bielefeld University

Abstract: Let $M$ be a complete connected Riemannian manifold of dimension $d$ and let $L$ be a second order elliptic operator on $M$ that has a representation $L=a^{ij}\partial_{x_i}\partial_{x_j}+b^i\partial_{x_i}$ in local coordinates, where $a^{ij}\in H^{p,1}_{\mathrm{loc}}$, $b^i\in L^p_{\text{loc}}$ for some $p>d$, and the matrix $(a^{ij})$ is non-singular. The aim of the paper is the study of the uniqueness of a solution of the elliptic equation $L^*\mu=0$ for probability measures $\mu$, which is understood in the weak sense: $\displaystyle\int L\varphi f\,d\mu=0$ for all $\varphi\in C_0^\infty(M)$. In addition, the uniqueness of invariant probability measures for the corresponding semigroups $(T_t^\mu)_{t\geqslant 0}$ generated by the operator $L$ is investigated. It is proved that if a probability measure $\mu$ on $M$ satisfies the equation $L^*\mu=0$ and $(L-I)\bigl(C^\infty_0(M)\bigr)$ is dense in $L^1(M,\mu)$, then $\mu$ is a unique solution of this equation in the class of probability measures. Examples are presented (even with $a^{ij}=\delta^{ij}$ and smooth $b^i$) in which the equation $L^*\mu=0$ has more than one solution in the class of probability measures. Finally, it is shown that if $p>d+2$, then the semigroup $(T_t)_{t\geqslant 0}$ generated by $L$ has at most one invariant probability measure.

UDC: 517.956+517.98+519.2

MSC: 58J05, 47F05

Received: 08.01.2002

DOI: 10.4213/sm665


 English version:
Sbornik: Mathematics, 2002, 193:7, 945–976

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