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arxiv: 1102.0728 · v1 · pith:ZTAGUPVEnew · submitted 2011-02-03 · 🧮 math.PR · cs.NA· math.NA

Attractivity, invariance and ergodicity for SDEs on Riemannian manifolds

classification 🧮 math.PR cs.NAmath.NA
keywords riemannianmanifoldssdesappliedattractivitycharacterizecompactcondition
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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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