Positive Harris-recurrence for degenerate diffusions with internal variables and randomly perturbed time-dependent deterministic input
- Date
- Jul 12, 2018
- Time
- 2:40 PM - 3:40 PM
- Speaker
- Simon Holbach
- Affiliation
- Uni Mainz
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. A. Behme
- Description
- 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.
- Links
Last modified: Jun 26, 2018, 1:18:03 PM
Location
TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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