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Sino-Russian Interdisciplinary Mathematical Conference-2
November 25, 2024 12:50–13:40, Moscow, MIAN, conference hall, floor 9
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Invariant measures of diffusions and solutions of stationary Kolmogorov equations
Vladimir Bogachev |
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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
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