Wednesday, July 18, 2018 - 15:30 in V3-201
Positive Harris-recurrence for degenerate diffusions with internal variables and randomly perturbed time-dependent deterministic input
A talk in the Bielefeld Stochastic Afternoon series by
Simon Holbach from Johannes-Gutenberg-Universität Mainz
| Abstract: |
Taking a multi-dimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is driven by possibly very low-dimensional noise. Equations of this type are commonly used in biology for modelling neurons or in statistical mechanics for certain Hamiltonian systems. In this talk, we use methods from stability theory and control theory as well as Hörmander's condition in order to provide conditions that are sufficient for the corresponding stochastic process to be positive recurrent in the sense of Harris.
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