Correction Note: Correction to "Criteria for Recurrence and Existence of Invariant Measures for Multidimensional Diffusions"
R. N. Bhattacharya
Source: Ann. Probab. Volume 8, Number 6
(1980), 1194-1195.
Abstract
The note contains a construction of (possibly explosive) diffusions whose coefficients satisfy Stroock-Varadhan-type regularity conditions, but are unbounded. The appropriate state space here is the one-point compactification of $R^k$, and the sample paths of the diffusions are shown to be a.s. continuous on this state space.
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Permanent link to this document: http://projecteuclid.org/euclid.aop/1176994584
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Digital Object Identifier: doi:10.1214/aop/1176994584
Mathematical Reviews number (MathSciNet): MR602396
