About hypoelliptic SDE equations with boundary conditions Article Swipe

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Pierre Étoré , José R. León , Clémentine Prieur ·

YOU? · · 2025 · Open Access ·

In this paper, we are interested in Langevin dynamics on a bounded domain, with specular reflection at the boundary. We provide an explicit construction of the associated diffusion process and identify its infinitesimal generator. We then study probabilistic properties, namely irreducibility, aperiodicity and, adding a fluctuation-dissipation assumption, exponential ergodicity.

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Type: preprint
Language: en
Landing Page: https://hal.science/hal-04984931
OA Status: green
OpenAlex ID: https://openalex.org/W4415030293

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Title: About hypoelliptic SDE equations with boundary conditions

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Type: preprint

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Language: en

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Publication year: 2025

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Publication date: 2025-01-01

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Authors: Pierre Étoré, José R. León, Clémentine Prieur

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Landing page: https://hal.science/hal-04984931

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Cited by: 0

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