Asymptotic behavior of elementary solutions of one-dimensional generalized diffusion equations

DOI10.1214/AOP/1176992904MaRDI QIDQ1063334zbMATH OpenOpenAlexFDO

Authors N. Minami, Yukio Ogura, Matsuyo Tomisaki

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992904

zbMATH Keywords

asymptotic behaviour of solutionsasymptotic behaviour of the semigroupgeneralized diffusion equationsregularly varying Green functionsspeed measure function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Review text

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.

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