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.

First Page:

Related Works:

Primary Subjects: 60J60
Full-text: Open access