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Sino-Russian Interdisciplinary Mathematical Conference-2
November 25, 2024
12:50–13:40
, Moscow, MIAN, conference hall, floor 9
Invariant measures of diffusions and solutions of stationary Kolmogorov equations
Vladimir Bogachev
Video records:
MP4
755.2 Mb
Supplementary materials:
Adobe PDF
132.5 Kb
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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.
Supplementary materials:
bogachev_sino_mian24.pdf
(132.5 Kb)
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English
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Steklov Mathematical Institute RAS
, 2024