Javascript must be enabled

David Herzog : Supports of Degenerate Diffusion Processes: The Case of Polynomial Drift and Additive Noise

We discuss methods for computing supports of degenerate diffusion processes. We assume throughout that the diffusion satisfies a stochastic differential equation on Rd whose drift vector field X0 is ``polynomial'' and whose noise coefficients are constant. The case when each component of X0 is of odd degree is well understood. Hence we focus our efforts on X0 having at least one or more components of even degree. After developing methods to handle such cases, we shall apply them to specific examples, e.g. the Galerkin truncations of the Stochastic Navier-Stokes equation, to help establish ergodic properties of the resulting diffusion. One benefit to our approach is that, to prove such consequences, all we must do is compute certain Lie brackets.

Please select playlist name from following

Report Video

Please select the category that most closely reflects your concern about the video, so that we can review it and determine whether it violates our Community Guidelines or isn’t appropriate for all viewers. Abusing this feature is also a violation of the Community Guidelines, so don’t do it.


Comments Disabled For This Video