Asymptotic properties of parabolic systems for null-recurrent switching diffusions (Q1036866): Difference between revisions
From MaRDI portal
Latest revision as of 03:48, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of parabolic systems for null-recurrent switching diffusions |
scientific article |
Statements
Asymptotic properties of parabolic systems for null-recurrent switching diffusions (English)
0 references
13 November 2009
0 references
The Kolmogorov forward equation for a switching diffusion is considered. This is a second order parabolic system. Under the hypothesis of null recurrence (for which a sufficient condition is provided), certain limit theorems for the solution of this system are proven. These also require a technical condition concerning existence of certain limits, a sufficient condition for which is provided in a special case.
0 references
switching diffusions
0 references
forward equation
0 references
null recurrence
0 references
parabolic systems
0 references
0 references
0 references
0 references
