Some examples of nonlinear diffusion processes having a time-periodic law (Q1057572)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some examples of nonlinear diffusion processes having a time-periodic law |
scientific article; zbMATH DE number 3897962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some examples of nonlinear diffusion processes having a time-periodic law |
scientific article; zbMATH DE number 3897962 |
Statements
Some examples of nonlinear diffusion processes having a time-periodic law (English)
0 references
1985
0 references
It is shown that contrary to (linear) homogeneous nondegenerate diffusion processes, nonlinear diffusions can have a time-periodic law. The following qualitatively different examples are studied: a law-dependent Ornstein-Uhlenbeck process, a deterministic example, a one-dimensional diffusion with a semilinear drift and a two-dimensional example with a linear drift.
0 references
time-periodic law
0 references
law-dependent Ornstein-Uhlenbeck process
0 references
