广义扩散过程的不变概率测度的存在性

EXISTENCE OF INVARIANT PROBABILITY MEASURE FOR GENERALIZED DIFFUSION PROCESS

本文讨论了广义ＯｒｎｓｔｅｉｎＵｈｌｅｎｂｅｃｈ过程的不变概率测度的存在性问题，得到了其不变概率测度存在的一个充分与必要条件。

Let X t be generalized Ornstein Uhlenbeck process in Schwartz tempered distributions space S′(R d). One sufficient and necessary condition is given to imply the existence of invariant probability measure for X t. Some examples are also considered.