most citedStrongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input

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math.PR2014★ 6 cited

Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to a Hodgkin-Huxley system with periodic input

Reinhard Höpfner, E. Löcherbach, M. Thieullen

In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz.…