Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
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DOI: 10.1016/j.spa.2020.07.005
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- Mattingly, J. C. & Stuart, A. M. & Higham, D. J., 2002. "Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise," Stochastic Processes and their Applications, Elsevier, vol. 101(2), pages 185-232, October.
- Ditlevsen, Susanne & Löcherbach, Eva, 2017. "Multi-class oscillating systems of interacting neurons," Stochastic Processes and their Applications, Elsevier, vol. 127(6), pages 1840-1869.
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- Reinhard Höpfner, 2021. "Polynomials under Ornstein–Uhlenbeck noise and an application to inference in stochastic Hodgkin–Huxley systems," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 35-59, April.
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Keywords
Degenerate diffusion; Periodic ergodicity; Harris recurrence; Local Hörmander condition; Deterministic control; Dynamical system;All these keywords.
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