Abstract:
We prove that the coalescence of two regular strongly-Feller's processes is a process of the same type. Using this result, we construct non-degenerate strongly-Feller's diffusion processes on smooth manifolds.
Some of the main results of this paper have been formulated by I. V. Girsanov in his article [1].
Citation:
S. A. Molchanov, “Strongly-Feller's diffusion processes on smooth manifolds”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 493–498; Theory Probab. Appl., 13:3 (1968), 471–475
This publication is cited in the following 10 articles:
Kazuhiro Kuwae, Songzi Li, Xiang-Dong Li, Yohei Sakurai, “Liouville theorem for V-harmonic maps under non-negative (m,V)-Ricci curvature for non-positive m”, Stochastic Processes and their Applications, 168 (2024), 104270
Seiichiro Kusuoka, Kazuhiro Kuwae, Kouhei Matsuura, Springer Proceedings in Mathematics & Statistics, 394, Dirichlet Forms and Related Topics, 2022, 279
Kazuhiro Kuwae, Xiang‐Dong Li, “New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds”, Bulletin of London Math Soc, 54:2 (2022), 404
Sergei N. Smirnov, “Garantirovannyi deterministskii podkhod k superkhedzhirovaniyu: model rynka, torgovye ogranicheniya i uravneniya Bellmana–Aizeksa”, MTIP, 10:4 (2018), 59–99
V. I. Bogachev, M. Röckner, “A generalization of Khasminskii's theorem on the existence of invariant measures for locally integrable drifts”, Theory Probab. Appl., 45:3 (2001), 363–378
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