Some examples of nonlinear diffusion processes having a time-periodic law

DOI10.1214/aop/1176992997zbMath0563.60066OpenAlexW2074248079WikidataQ99980173 ScholiaQ99980173MaRDI QIDQ1057572

Michael K. R. Scheutzow

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/1176992997

zbMATH Keywords

law-dependent Ornstein-Uhlenbeck processtime-periodic law

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Periodic solutions to PDEs (35B10) Diffusion processes (60J60)

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