Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
DOI10.1214/20-EJP577zbMath1469.35031arXiv1805.01350OpenAlexW3159161388MaRDI QIDQ2042872
Thomas Cass, Michela Ottobre, Paul W. Dobson, Dan Crisan
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.01350
stochastic control theoryHörmander conditiondiffusion semigroupsUFG conditiondistributions with non-constant ranknon-ergodic SDEsprocesses with multiple invariant measures
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Asymptotic behavior of solutions to PDEs (35B40) One-parameter semigroups and linear evolution equations (47D06) Stochastic systems in control theory (general) (93E03) Diffusion processes and stochastic analysis on manifolds (58J65) Generation, random and stochastic difference and differential equations (37H10) Second-order parabolic equations (35K10) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (3)
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