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 calculus support theorem degenerate diffusion processes Hodgkin-Huxley system local Hörmander condition time 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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