Summary
Using the martingale formulation for Markov processes introduced by Stroock and Varadhan, we develop a criterion for checking if a measure happens to be invariant.
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References
Day, M.M.: Normed Linear Spaces. Berlin-Heidelberg-New York: Springer 1973
Stroock, D.W., Varadhan, S.R.S.: Multidimensional Diffusion Processes. Berlin-Heidelberg-New York: Springer 1979
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Echeverría, P. A criterion for invariant measures of markov processes. Z. Wahrscheinlichkeitstheorie verw Gebiete 61, 1–16 (1982). https://doi.org/10.1007/BF00537221
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DOI: https://doi.org/10.1007/BF00537221