Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments (Q2365752)

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scientific article; zbMATH DE number 222715
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    Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
    scientific article; zbMATH DE number 222715

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      Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments (English)
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      29 June 1993
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      Transience, recurrence and central limit theorem properties for diffusions in a random temporal environment are studied. These processes are modelled as a second order elliptic operator the coefficients of which depend on an ergodic Markov chain. For the corresponding Cauchy problem in the random parabolic case applications to stabilization and homogenization are presented.
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      transience
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      recurrence
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      central limit theorem
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      ergodic Markov chain
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      Cauchy problem
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      stabilization and homogenization
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