Asymptotic properties of parabolic systems for null-recurrent switching diffusions (Q1036866)
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scientific article; zbMATH DE number 5632870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of parabolic systems for null-recurrent switching diffusions |
scientific article; zbMATH DE number 5632870 |
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Asymptotic properties of parabolic systems for null-recurrent switching diffusions (English)
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13 November 2009
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The Kolmogorov forward equation for a switching diffusion is considered. This is a second order parabolic system. Under the hypothesis of null recurrence (for which a sufficient condition is provided), certain limit theorems for the solution of this system are proven. These also require a technical condition concerning existence of certain limits, a sufficient condition for which is provided in a special case.
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switching diffusions
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forward equation
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null recurrence
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parabolic systems
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0.93542916
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0.9346771
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0.9151473
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0.8967529
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0.8967529
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0.8941737
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