The existence of invariant measures forC[0,1]-valued diffusions |
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Authors: | R v Vintschger |
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Institution: | (1) Im Walde 36, CH-8702 Zollikon, Switzerland |
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Abstract: | Summary We prove the existence of an invariant measure for processes arising from a perturbation of theC0,1]-valued Ornstein-Uhlenbeck process with a drift taking values in the Cameron-Martin space. We study the infinitesimal generator, and a partial integration onC0,1] will yield conditions on the drift which enable us to use arguments of perturbation theory to prove the existence of an invariant measure which is absolutely continuous with respect to the Wiener measure. |
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