Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion

DOI10.1051/ps/2022014zbMath1520.60047arXiv2004.11576OpenAlexW4281262573MaRDI QIDQ6133908

Mihai Gradinaru, Emeline Luirard

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.11576

zbMATH Keywords

asymptotic distributionergodicityscaling transformationexplosion timekinetic stochastic equationtime-inhomogeneous diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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