Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems

DOI10.3150/16-BEJ820zbMath1388.60096arXiv1410.0341OpenAlexW2612748941MaRDI QIDQ2405117

Michèle Thieullen, Eva Löcherbach, Reinhard Hoepfner

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0341

zbMATH Keywords

Malliavin calculussupport theoremdegenerate diffusion processesHodgkin-Huxley systemlocal Hörmander conditiontime inhomogeneous diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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