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Invariant measure for a class of parabolic degenerate equations
- Source :
- Nonlinear Differential Equations and Applications NoDEA. 12:481-501
- Publication Year :
- 2006
- Publisher :
- Springer Science and Business Media LLC, 2006.
-
Abstract
- In this paper we consider a stochastic flow in Rn which leaves a closed convex set K invariant. By using a recent characterization of the invariance, involving the distance function, we study the corresponding transition semigroup Pt and its infinitesimal generator N. Due to the invariance property, N is a degenerate elliptic operator. We study existence of an invariant measure ν of Pt and the realization of N in L2 (H, ν).
Details
- ISSN :
- 14209004 and 10219722
- Volume :
- 12
- Database :
- OpenAIRE
- Journal :
- Nonlinear Differential Equations and Applications NoDEA
- Accession number :
- edsair.doi...........04b6b2a0dce6249332d1460c6b34a59b