Recurrence and invariant measures for degenerate diffusions

From MaRDI portal
Publication:579767

DOI10.1214/aop/1176992166zbMath0625.60091OpenAlexW2064006352MaRDI QIDQ579767

Wolfgang Kliemann

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992166




Related Items

Stochastic Schrödinger-Lohe modelErgodicity for the Navier‐Stokes equation with degenerate random forcing: Finite‐dimensional approximationError analysis of modified Langevin dynamicsLong-time behavior of stochastic multimolecular reaction modelErgodicity conditions for nonlinear discrete time stochastic dynamical systems with Markovian noiseThreshold of a stochastic SIQS epidemic model with isolationOn the stability of diffusion processes with state-dependent switchingThe rate of escape for some Gaussian processes and the scattering theory for their small perturbationsA viral co-infection model with general infection rate in deterministic and stochastic environmentsComplex dynamics of a stochastic SIR epidemic model with vertical transmission and varying total population sizeExtending the Regime of Linear Response with Synthetic ForcingsAn analysis of the effect of noise in a heterogeneous agent financial market modelConditions for permanence and ergodicity of certain SIR epidemic modelsThe method of stochastic characteristics for linear second-order hypoelliptic equationsGenerative methods for sampling transition paths in molecular dynamicsA note on a predator-prey model with modified Leslie-Gower and Holling-type II schemes with stochastic perturbationHypocoercivity Properties of Adaptive Langevin DynamicsDynamics of linear control systems on the group of proper motionsHybrid stochastic epidemic SIR models with hidden statesFixing the flux: a dual approach to computing transport coefficientsPermanence and extinction for the stochastic SIR epidemic modelUsing perturbed underdamped Langevin dynamics to efficiently sample from probability distributionsInvariance of 0-currents under diffusionsSupports of invariant measures for piecewise deterministic Markov processesA stochastic approach to the closure of accessible sets of control systems with application on homogeneous spacesHypoellipticity and ergodicity of the Wonham filter as a diffusion processPerformance of power systems under sustained random perturbationsEstimate of periodic suboptimal controls.Feller property and exponential ergodicity of diffusion processes with state-dependent switchingProtection Zones for Survival of Species in Random EnvironmentControllability of differential inclusionsCONTROLLABILITY AND INVARIANCE PROPERTIES OF TIME-PERIODIC SYSTEMSAsymptotic properties of a stochastic SIR epidemic model with Beddington-DeAngelis incidence rateLangevin Dynamics With General Kinetic EnergiesControllability near a homoclinic bifurcationObservation-based correction of dynamical models using thermostatsStochastic population growth in spatially heterogeneous environments: the density-dependent caseSome aspects of control systems as dynamical systemsPartial differential equations and stochastic methods in molecular dynamicsGlobal behavior analysis for stochastic system of 1,3-PD continuous fermentationAnalysis of a stochastic HIV-1 infection model with degenerate diffusionEstimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant CoefficientsOn the Asymptotic Behaviour of Some Stochastic Differential Equations for Quantum StatesAsymptotic behavior of the value functions of discrete-time discounted optimal controlA Perturbative Approach to Control Variates in Molecular DynamicsOn the controllability of a class of nonlinear stochastic systemsMalliavin calculus for infinite-dimensional systems with additive noiseLong-time behavior of an SIR model with perturbed disease transmission coefficientCoexistence and exclusion of stochastic competitive Lotka-Volterra modelsConvergence of the likelihood ratio method for linear response of non-equilibrium stationary statesConditions for permanence and ergodicity of certain stochastic predator–prey modelsAsymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching ProcessInvariant control sets on flag manifoldsAffine Invariant Interacting Langevin Dynamics for Bayesian InferenceClassification of Asymptotic Behavior in a Stochastic SIR ModelON MARKOV CHAINS AND THE SPECTRA OF THE CORRESPONDING FROBENIUS–PERRON OPERATORSConstructing Sampling Schemes via Coupling: Markov Semigroups and Optimal TransportInfinite time optimal control and periodicityLangevin dynamics with constraints and computation of free energy differencesStochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger BridgeRuelle-Pollicott resonances of stochastic systems in reduced state space. Part I: TheoryPeriodic near optimal controlChaos, attraction, and control for semigroup actionsErgodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.Stochastic dynamics of an SIS epidemiological model with media coverageJump-diffusion Markov processes on orthogonal groups for object pose estimationWeighted L 2-contractivity of Langevin dynamics with singular potentialsSensitivity of steady states in a degenerately damped stochastic Lorenz systemOn Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable RegimesHarmonic measures in embedded foliated manifoldsTopological conditions enabling use of Harris methods in discrete and continuous time