Year: 2023
Author: Zhenxin Liu
Communications in Mathematical Research , Vol. 39 (2023), Iss. 3 : pp. 476–500
Abstract
The limit distribution for homogeneous Markov processes is studied extensively and well understood, but it is not the case for inhomogeneous Markov processes. In this paper, we review some recent results on inhomogeneous Markov processes generated by non-autonomous stochastic (partial) differential equations (SDE in short). Under some suitable conditions, we show that the distribution of recurrent solutions of SDEs constitutes the limit distribution of the corresponding inhomogeneous Markov processes.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/cmr.2022-0036
Communications in Mathematical Research , Vol. 39 (2023), Iss. 3 : pp. 476–500
Published online: 2023-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 25
Keywords: Recurrent solution stochastic differential equation invariant measure Markov process.