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Sino-Russian Interdisciplinary Mathematical Conference-2
November 25, 2024 12:50, Moscow, MIAN, conference hall, floor 9


Invariant measures of diffusions and solutions of stationary Kolmogorov equations

Vladimir Bogachev


https://vk.com/video-222947497_456239050
https://youtu.be/9LtwIixAuhA

Abstract: We discuss connections between two classical concepts: invariant measures of diffusions and solutions of stationary Kolmogorov equations. Sufficient conditions for existence and uniqueness of such objects will be analysed.

Language: English


© Steklov Math. Inst. of RAS, 2024