
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.
invariant measures, recurrence, Stochastic integrals, Lie algebra, geometric control theory, hypoellipticity, existence of invariant measures, points of recurrence, Degenerate diffusions, Diffusion processes, 60J60
invariant measures, recurrence, Stochastic integrals, Lie algebra, geometric control theory, hypoellipticity, existence of invariant measures, points of recurrence, Degenerate diffusions, Diffusion processes, 60J60
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