Wednesday, July 7, 2021 - 14:00 in ZOOM - Video Conference
Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
A talk in the Bielefeld Stochastic Afternoon series by
Gerald Trutnau from SNU (Seoul)
| Abstract: |
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt process is known to solve a corresponding stochastic differential equation that is pathwise unique. In this situation, we study the relation of invariance, infinitesimal invariance, recurrence, transience, conservativeness and $L^r$-uniqueness.
Our main result is that recurrence implies uniqueness of infinitesimally invariant measures, as well as existence and uniqueness of invariant measures. We can hence make in particular use of various explicit analytic criteria for recurrence that have been previously developed in the context of (generalized) Dirichlet forms and
present diverse examples and counterexamples for uniqueness of infinitesimally invariant, as well as invariant measures and an example where $L^1$-uniqueness fails although pathwise uniqueness holds. Furthermore, we illustrate how our results can be applied to related work and vice versa. This is joint work with Haesung Lee.
Within the CRC this talk is associated to the project(s): A5, B1 |
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