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Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes (2021)

First Author: Cass T

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/20-ejp577

Publication URI: http://dx.doi.org/10.1214/20-ejp577

Type: Journal Article/Review

Parent Publication: Electronic Journal of Probability

Issue: none