Recurrence and Invariant Measures for Degenerate Diffusions
Open Access
- 1 April 1987
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 15 (2) , 690-707
- https://doi.org/10.1214/aop/1176992166
Abstract
For a second-order (hypoelliptic) operator $\mathscr{A} = A_0 + \frac{1}{2} \sum^m_{i=1} A_i$ on a $d$-dimensional manifold $M^d$, let $x_t$ be the diffusion governed by $\mathscr{A}$ and $\varphi (t)$ its associated deterministic control system. We investigate the relations between transience, recurrence and (finite) invariant measures for $x_t$ using the control theoretic decomposition of $M^d$ with respect to $\varphi (t)$. On the invariant control sets for $\varphi (t)$ we obtain the same classification for $x_t$ as is well known for the nondegenerate case, while outside these sets the diffusion $x_t$ is transient.
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