Asymptotic properties of parabolic systems for null-recurrent switching diffusions
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.
scientific article; zbMATH DE number 5632870
scientific article