Existence and asymptotic behaviour of some time-inhomogeneous diffusions (Q1943325): Difference between revisions
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Revision as of 02:47, 15 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and asymptotic behaviour of some time-inhomogeneous diffusions |
scientific article |
Statements
Existence and asymptotic behaviour of some time-inhomogeneous diffusions (English)
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19 March 2013
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A scalar diffusion with a time-dependent drift of the form \(\rho \operatorname{sgn}(x)|x|^{\alpha}/t^{\beta}\) that is the subgradient of a certain potential, is analyzed for various values of the parameters \(\rho, \alpha, \beta\) and the initial data. The results include existence and uniqueness of path-wise or weak solutions, conditions for explosion and non-explosion, transience and recurrence in a suitable sense, and limit theorems, both distributional and almost sure ones, for suitable scalings.
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scalar diffusion
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time-dependent drift
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explosion times
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transience
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recurrence
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scaling transformations
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asymptotic behavior
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