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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
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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 ...