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The Annals of Probability
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The Annals of Probability
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Recurrence and Invariant Measures for Degenerate Diffusions

Recurrence and invariant measures for degenerate diffusions
Authors: Kliemann, Wolfgang;

Recurrence and Invariant Measures for Degenerate Diffusions

Abstract

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.

Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
123
Top 10%
Top 1%
Top 10%
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