Asymptotic properties of parabolic systems for null-recurrent switching diffusions

DOI10.1007/s10255-007-0362-7zbMath1179.60052OpenAlexW2012261239MaRDI QIDQ1036866

G. George Yin, Chao Zhu, Rafail Z. Khasminskii

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-007-0362-7

zbMATH Keywords

parabolic systemsnull recurrenceforward equationswitching diffusions

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99) Second-order parabolic systems (35K40)

Related Items

Regularity and recurrence of switching diffusions, Stability of random-switching systems of differential equations

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