On asymptotics of a class of 1-dimensional diffusions

DOI10.1017/S0305004100071784MaRDI QIDQ4287011zbMATH OpenFDO

Authors B. Rajeev

Publication date 2 February 1995

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0305004100071784

zbMATH Keywords

asymptotic behaviourdiffusionstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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(13)

• Asymptotic properties of some multidimensional diffusions
• Asymptotically one-dimensional diffusions on the Sierpinski gasket and the abc-gaskets
• A Lévy-type characterization of one-dimensional diffusions
• Asymptotic behavior of the conditional distributions of diffusion processes with rapidly oscillating contamination
• Large-noise asymptotic for one-dimensional diffusions
• Classification of killed one-dimensional diffusions.
• Tail distribution estimates for one-dimensional diffusion processes
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• Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
• Strangely sweeping one-dimensional diffusion
• Asymptotic velocity of one dimensional diffusions with periodic drift

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