Stationary distributions for diffusions with inert drift
- 4 November 2008
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 146 (1-2) , 1-47
Abstract
No abstract availableKeywords
All Related Versions
This publication has 30 references indexed in Scilit:
- SDEs with oblique reflections on nonsmooth domainsThe Annals of Probability, 2008
- Pathwise uniqueness for a degenerate stochastic differential equationThe Annals of Probability, 2007
- Ergodicity of the 2D Navier–Stokes equations with degenerate stochastic forcingAnnals of Mathematics, 2006
- Self-interacting diffusions. III. Symmetric interactionsThe Annals of Probability, 2005
- Uniqueness for reflecting Brownian motion in lip domainsAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2005
- Absolute continuity of symmetric Markov processesThe Annals of Probability, 2004
- Self-interacting diffusionsProbability Theory and Related Fields, 2002
- On reflecting diffusion processes and Skorokhod decompositionsProbability Theory and Related Fields, 1993
- On Excursions of Reflecting Brownian MotionTransactions of the American Mathematical Society, 1986
- The Analysis of Linear Partial Differential Operators, Vols I & II.The American Mathematical Monthly, 1985