Asymptotic properties of parabolic systems for null-recurrent switching diffusions
type: Item
instance of: scholarly article
title: Asymptotic properties of parabolic systems for null-recurrent switching diffusions
zbMATH Open document ID: 1179.60052
author: Chao Zhu
author: G. Yin
author: R. Z. Khas'minskiĭ
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2009-11-13T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 35B40
Mathematics Subject Classification ID: 35K40
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 5632870
zbMATH Keywords: switching diffusions
zbMATH Keywords: forward equation
zbMATH Keywords: null recurrence
zbMATH Keywords: parabolic systems
MaRDI profile type: Publication
full work available at URL: s10255-007-0362-7
OpenAlex ID: W2012261239
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DOI: 10.1007/S10255-007-0362-7
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description: scientific article; zbMATH DE number 5632870