Some examples of nonlinear diffusion processes having a time-periodic law
type: Item
instance of: scholarly article
title: Some examples of nonlinear diffusion processes having a time-periodic law
zbMATH Open document ID: 0563.60066
published in: The Annals of Probability
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 35K55
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 35B10
zbMATH DE Number: 3897962
zbMATH Keywords: time-periodic law
zbMATH Keywords: law-dependent Ornstein-Uhlenbeck process
Wikidata QID: Q99980173
author: Michael Scheutzow
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176992997
OpenAlex ID: W2074248079
DOI: 10.1214/AOP/1176992997
description: scientific article; zbMATH DE number 3897962