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Questions designed to generate a "big list" of certain results, examples, conjectures, etc. via many individual answers, each contributing one or a few instances. Such a question should typically be in Community Wiki mode (CW); after asking, please, flag for moderators attention requesting the question to be made CW.
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Sufficient conditions for a SDE to have a stationary probability measure
Apologies if this question is too basic for MathOverflow.
For a smooth Wiener-driven SDE on a non-compact manifold $M$ taking the form
$$ dX_t = b(X_t) dt + \sum_{i=1}^k \sigma_i(X_t) \ast dW_t^i $$
w …
4
votes
Sufficient conditions for a SDE to have a stationary probability measure
Thanks to Nawaf Bou-Rabee's comments, I can post a first answer. Specifically, Theorem 2.2.1 of [Cerrai '01] seems to state the following - although it is hard to say for certain that I have interpret …