Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input

DOI10.1016/j.spa.2020.07.005zbMath1454.60122arXiv1907.13585OpenAlexW3042267326MaRDI QIDQ2229570

Simon Holbach

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.13585

zbMATH Keywords

dynamical systemdegenerate diffusionperiodic ergodicityHarris recurrencedeterministic controllocal Hörmander condition

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (2)

Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables ⋮ Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On Malliavin's proof of Hörmander's theorem
• Density estimates for a random noise propagating through a chain of differential equations
• Introduction to Hamiltonian dynamical systems and the \(N\)-body problem.
• Exponential convergence to non-equilibrium stationary states in classical statistical mechanics
• Non-equilibrium steady states for networks of oscillators
• On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
• Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
• Multi-class oscillating systems of interacting neurons
• Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Non-equilibrium steady states for chains of four rotors
• On a set of data for the membrane potential in a neuron
• Estimation of the input parameters in the Feller neuronal model
• Non-equilibrium steady state and subgeometric ergodicity for a chain of three coupled rotors
• Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model
• Stability of Markovian processes I: criteria for discrete-time Chains
• A splitting technique for Harris recurrent Markov chains
• Slow energy dissipation in anharmonic oscillator chains
• Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input

This page was built for publication: Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input