Signed-measure converse conjecture for stationary distributions of diffusions

From papers

Let XX be a diffusion process on Rd\mathbb{R}^{d} with a unique stationary distribution, and let G\mathcal{G} be its generator. Suppose that a signed measure π\pi on Rd\mathbb{R}^{d} satisfies

RdGf(x)π(dx)=0for all fCb2(Rd)\int_{\mathbb{R}^{d}}\mathcal{G}f(x)\,\pi(\mathrm{d}x)=0\qquad\text{for all }f\in C_{b}^{2}(\mathbb{R}^{d})

and π(Rd)=1\pi(\mathbb{R}^{d})=1.

Stronger converse conjecture. Then π\pi is a nonnegative measure and consequently it is a stationary distribution of XX.

This would strengthen the converse theorem for probability measures satisfying the basic adjoint relationship by showing that the normalization and adjoint relationship already force positivity. The source gives no resolution.

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Sources & referencesView supporting material

Primary source

Shuangchi He and J. G. Dai, “Many-server queues with customer abandonment: numerical analysis of their diffusion models”, arXiv:1104.0347 (2011).

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