Asymptotic behavior of elementary solutions of one-dimensional generalized diffusion equations (Q1063334): Difference between revisions

The paper gives an asymptotic estimate, for large t, of elementary solutions of one-dimensional generalized diffusion equations with regularly varying Green functions. As a corollary the authors obtain the precise asymptotic behaviour of the semigroup \(T_ tf(x)\) for all f in \(L_ 1(dm)\), if the speed measure function m(x) is regularly varying as \(x\to \pm \infty\). This leads, for example, to a formula for the asymptotic behaviour of solutions to a one-dimensional stochastic differential equation, in terms of the coefficients of the s.d.e.