Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions

DOI10.1006/JDEQ.1999.3647zbMath0957.35023OpenAlexW2046034165MaRDI QIDQ1975476

G. George Yin, Rafail Z. Khasminskii

Publication date: 27 April 2000

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ec08629a3b8b5f8bc0047a8b979e9923e235f380

zbMATH Keywords

Brownian motionstochastic representationnull-recurrent process

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial value problems for second-order parabolic equations (35K15)

Related Items (11)

Limit distributions of some integral functionals for null-recurrent diffusions. ⋮ On the notion of weak stability and related issues of hybrid diffusion systems ⋮ LAMN in a class of parametric models for null recurrent diffusions ⋮ Stabilization and destabilization of hybrid systems of stochastic differential equations ⋮ Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems ⋮ Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation ⋮ On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions ⋮ Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions ⋮ Feynman–Kac formulas for regime-switching jump diffusions and their applications ⋮ Asymptotic properties of parabolic systems for null-recurrent switching diffusions ⋮ Asymptotic properties of solutions of parabolic equations arising from transient diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stabilization of the solution of the Cauchy problem for parabolic equations
• A sufficient condition for stabilization of solution of the parabolic equation
• Stability of regime-switching stochastic differential equations
• On stabilisation of solutions of the Cauchy problem for parabolic equations
• On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
• Diffusion Processes in One Dimension

This page was built for publication: Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions