Existence and asymptotic behaviour of some time-inhomogeneous diffusions
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Publication:1943325
DOI10.1214/11-AIHP469zbMath1267.60091arXiv0911.3534MaRDI QIDQ1943325
Publication date: 19 March 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.3534
asymptotic behavior; recurrence; transience; scaling transformations; explosion times; scalar diffusion; time-dependent drift
60J25: Continuous-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
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