scientific article; zbMATH DE number 152058

The author investigates the following integro-parabolic equation (1) \(u_ t+u=(a(x)u)_{xx}-(b(x)u)_ x+Pu(t,\cdot)\), writing it as an evolution equation of the form (2) \(u'(t)=(A-I+P)u\), \(u(0)=v\), where \(P: L^ 1(R)\to L^ 1(R)\) is a Markov operator, i.e. \(P\) is a linear operator and \(P(D)\subset D\), \(D\) being the set of all nonnegative elements of \(L^ 1(R)\) with norm one, called densities; \(Af=(af)- (bf)'\), \(If=f\), for all \(f\in D\). The operator \(P\) is assumed to be induced by a transition probability function \({\mathcal P}\) on the measure space \((R,{\mathcal B}(R))\), where \({\mathcal B}(R)\) denotes the \(\sigma\)-algebra of Borel subsets of \(R\), that is \({\mathcal P}(x,\cdot)\) is a probabilistic measure on \((R,{\mathcal B}(R))\) and \({\mathcal P}(\cdot,A)\) is a Borel measurable function. The measure \(\mu(A)=\int f(x){\mathcal P}(x,A)dx\), \(f\in D\), is assumed to be absolutely continuous with respect to the Lebesgue measure on \({\mathcal B}(R)\) and \(Pf=d\mu/dx\). Finally, suppose \(a\in C^ 3(R)\), \(b\in C^ 2(R)\), \(\inf a>0\), where \(C^ n(R)\) is the space of \(n\)-times differentiable bounded functions whose derivatives of order \(\leq n\) are continuous and bounded. The author studies the asymptotic behaviour of the solutions of the equation (1) and gives sufficient conditions for asymptotic stability in the set \(D\). If \((S(t))_{t\geq 0}\) is the Markov semigroup generated by the equation (2) and if there exists a stationary density \(f\in D\) (i.e. \(S(t)f=f\), \(t\geq 0\)), then the semigroup \((S(t))_{t\geq 0}\) is asymptotically stable; if there is no stationary density, then this semigroup is sweeping. If the transition probability function \({\mathcal P}(x,A)\) satisfies the inequality \(\int| y|^ s {\mathcal P}(x,dy)\leq\alpha| x|^ s+\beta\), \(x\in R\), \(0<\alpha<1\), and \(\beta>0\), \(x>0\), then the semigroup \((S(t))_{t\geq 0}\) is asymptotically stable.

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