Some examples of nonlinear diffusion processes having a time-periodic law
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.
law-dependent Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 3897962