Existence and asymptotic behaviour of some time-inhomogeneous diffusions

DOI10.1214/11-AIHP469zbMath1267.60091arXiv0911.3534MaRDI QIDQ1943325

Mihai Gradinaru, Yoann Offret

Publication date: 19 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.3534

zbMATH Keywords

asymptotic behaviorrecurrencetransiencescaling transformationsexplosion timesscalar diffusiontime-dependent drift

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (6)

Rate of escape of conditioned Brownian motion ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Invariant distributions and scaling limits for some diffusions in time-varying random environments ⋮ Convergence in distribution of some self-interacting diffusions ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

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