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4 votes
1 answer
107 views

Identify an SDE on the sphere from its generator

I have a diffusion on the 2-sphere with expression: $$ (L\phi)(u):=\frac{1}{2{N(u)}}\Big(f(u)\Delta_{\mathbb S^2}\phi+ 2g\left( \nabla_{\mathbb S^2}\phi, \nabla_{\mathbb S^2}f\right)\Big) $$ ...
2 votes
0 answers
81 views

Assumptions for uniform measure of SDE on manifolds

Suppose we're working on a compact, Riemannian manifold $M$. Suppose $dX_t = -b(X_t, t)\,dt + \sigma^2 \,dB_t$ is started at the uniform measure on $M$. What kind of assumptions on $b$ make it so that ...