Recurrence and invariant measures for degenerate diffusions (Q579767)
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English | Recurrence and invariant measures for degenerate diffusions |
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Recurrence and invariant measures for degenerate diffusions (English)
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1987
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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.
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Lie algebra
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existence of invariant measures
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points of recurrence
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