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Article Dans Une Revue Stochastic Processes and their Applications Année : 2016

Ergodicity of a Generalized Jacobi Equation and Applications

Résumé

Consider a 1-dimensional centered Gaussian process $W$ with $\alpha$-Hölder continuous paths on compact intervals ($\alpha\in ]0,1[$) and $W_0 = 0$, and $X$ the local solution in rough paths sense of Jacobi's equation driven by the signal $W$. The global existence and the uniqueness of the solution are proved via a change of variable taking into account the singularities of the vector field, because it doesn't satisfy the non-explosion condition. The regularity of the associated Itô map is studied. By using these deterministic results, Jacobi's equation is studied on probabilistic side : an ergodic theorem in L. Arnold's random dynamical systems framework, and the existence of an explicit density with respect to Lebesgue's measure for each $X_t$, $t > 0$ are proved. The paper concludes on a generalization of Morris-Lecar's neuron model, where the normalized conductance of the K$^+$ current is the solution of a generalized Jacobi's equation.
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Dates et versions

hal-01519400 , version 1 (07-05-2017)

Identifiants

Citer

Nicolas Marie. Ergodicity of a Generalized Jacobi Equation and Applications. Stochastic Processes and their Applications, 2016, 126 (1), pp.66-99. ⟨10.1016/j.spa.2015.07.015⟩. ⟨hal-01519400⟩
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