Recurrence and invariant measures for degenerate diffusions
type: Item
instance of: scholarly article
title: Recurrence and invariant measures for degenerate diffusions
zbMATH Open document ID: 0625.60091
author: Wolfgang Kliemann
published in: The Annals of Probability
publication date: 1987-01-01T00:00:00Z
review text: Let \(A_ 0,...,A_ m\) be smooth vector fields on a smooth d-dimensional manifold M. The diffusion process \(X_ t\) with differential generator \(A_ 0+2^{-1}\sum^{m}_{1}A^ 2_ i\) is degenerate if at some point the Lie algebra generated by \(A_ 1,...,A_ m\) has dimension less than d. In such degenerate cases the author studies existence of invariant measures, points of recurrence, etc.
reviewed by: Murali Rao
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 4015871
zbMATH Keywords: Lie algebra
zbMATH Keywords: existence of invariant measures
zbMATH Keywords: points of recurrence
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176992166
OpenAlex ID: W2064006352
DOI: 10.1214/AOP/1176992166
description: scientific article; zbMATH DE number 4015871