Attractivity, invariance and ergodicity for SDEs on Riemannian manifolds

Research output: Working paper

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DatePublished - Feb 2011
Number of pages17
Original languageEnglish

Abstract

We give a sufficient condition on nonlinearities of an SDE on a compact connected Riemannian manifold $M$ which implies that laws of all solutions converge weakly to the normalized Riemannian volume measure on $M$. This result is further applied to characterize invariant and ergodic measures for various SDEs on manifolds.

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