Hi this Question follows after the answer of Douglas Zare to this post :
So let's be given a positive function $V(x)$ which is smooth enough to have Lispchitzian derivative at all point. Moreover this function admits multiple zeros denoted $(\theta_1,...,\theta_n)$ and let $X_t$ the diffusion process following the stochastic equation below :
$dX_t=V'(X_t)dt + \sigma.dW_t$ where now $\sigma$ is a constant (but will later be replaced by some function of $X_t$) and $X_0=x$
Here are my questions :
1-What are the conditions on $V$ for $X_t$ :
a- to admit a stationary distribution ? and does this distribution can be explicited in terms of $V,x,\theta_1,...,\theta_n$, and $\sigma$ ?
b- to be an ergodic process ?
2-What are the smoothness conditions on $\sigma$ (now a function of $X_t$) to keep 1/a- or 1/b- true ?
Of course any reference is welcome if the answer is too long for a single post.