Asymptotic behavior of integral functionals of diffusion processes with periodic coefficients

1992 ◽  
Vol 44 (2) ◽  
pp. 215-221 ◽  
Author(s):  
O. A. Safonova
Keyword(s):  
Asymptotic Behavior ◽  
Diffusion Processes ◽  
Integral Functionals ◽  
Periodic Coefficients

scholarly journals Asymptotic behavior of branching diffusion processes in periodic media

2020 ◽  
Vol 25 (0) ◽  
Author(s):  
Pratima Hebbar ◽  
Leonid Koralov ◽  
James Nolen
Keyword(s):  
Asymptotic Behavior ◽  
Diffusion Processes ◽  
Periodic Media ◽  
Branching Diffusion

Homogenization and correctors for the wave equation with periodic coefficients

2014 ◽  
Vol 24 (07) ◽  
pp. 1343-1388 ◽  
Author(s):  
Juan Casado-Díaz ◽  
Julio Couce-Calvo ◽  
Faustino Maestre ◽  
José D. Martín Gómez
Keyword(s):  
Asymptotic Behavior ◽  
Wave Equation ◽  
Space Variable ◽  
Limit Problem ◽  
Almost Periodic ◽  
Wave Problem ◽  
Periodic Coefficients ◽  
Convergence Method

Using the two-scale convergence method, we study the asymptotic behavior of a wave problem in ℝN with periodic coefficients in the space variable and almost-periodic coefficients in the time one. We obtain a nonlocal corrector and show how this implies that the limit problem is nonlocal in general.

Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution

1985 ◽  
Vol 22 (3) ◽  
pp. 611-618 ◽  
Author(s):  
A. G. Nobile ◽  
L. M. Ricciardi ◽  
L. Sacerdote
Keyword(s):  
Asymptotic Behavior ◽  
Steady State ◽  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Steady State Distribution ◽  
State Distribution ◽  
First Passage ◽  
The Mean

The asymptotic behavior of the first-passage-time p.d.f. through a constant boundary is studied when the boundary approaches the endpoints of the diffusion interval. We show that for a class of diffusion processes possessing a steady-state distribution this p.d.f. is approximately exponential, the mean being the average first-passage time to the boundary. The proof is based on suitable recursive expressions for the moments of the first-passage time.

scholarly journals Uniform convergence of penalized time-inhomogeneous Markov processes

2018 ◽  
Vol 22 ◽  
pp. 129-162 ◽  
Author(s):  
Nicolas Champagnat ◽  
Denis Villemonais
Keyword(s):  
Asymptotic Behavior ◽  
Markov Processes ◽  
Random Environment ◽  
Diffusion Processes ◽  
Exponential Convergence ◽  
General Criterion ◽  
Infinite Time ◽  
Birth And Death Processes ◽  
One Dimensional ◽  
Dimensional Diffusion

We provide a general criterion ensuring the exponential contraction of Feynman–Kac semi-groups of penalized processes. This criterion applies to time-inhomogeneous Markov processes with absorption and killing through penalization. We also give the asymptotic behavior of the expected penalization and provide results of convergence in total variation of the process penalized up to infinite time. For exponential convergence of penalized semi-groups with bounded penalization, a converse result is obtained, showing that our criterion is sharp in this case. Several cases are studied: we first show how our criterion can be simply checked for processes with bounded penalization, and we then study in detail more delicate examples, including one-dimensional diffusion processes conditioned not to hit 0 and penalized birth and death processes evolving in a quenched random environment.

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