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SUMMARY:Weak Feller property and invariant measures - Ondrejt\, M (Academy
  of Sciences of the Czech Republic)
DTSTART:20120911T155000Z
DTEND:20120911T163000Z
UID:TALK39668@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We show that many stochastic differential equations (even on u
 nbounded domains) are weakly Feller and bounded in probability. Consequent
 ly\, an invariant measure exists by the Krylov-Bogolyubov theorem as bound
 edness coincides with compactness in the weak topology. A joint work with 
 Jan Seidler and Zdzislaw Brzezniak.\n\n
LOCATION:Seminar Room 1\, Newton Institute
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