Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes

  title={Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes},
  author={Thomas Cass and Dan Crisan and Paul Dobson and Michela Ottobre},
  journal={Electronic Journal of Probability},
We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the Hormander condition. Instead, they satisfy the so-called UFG condition, introduced by Herman, Lobry and Sussman in the context of geometric control theory and later by Kusuoka and Stroock, this time with probabilistic motivations. In this paper we study UFG diffusions and… 

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  • Mathematics
    Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
  • 2016
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