{"title":"Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion","authors":"M. Gradinaru, Emeline Luirard","doi":"10.1051/ps/2022014","DOIUrl":null,"url":null,"abstract":"We study a kinetic stochastic model with a non-linear time-inhomogeneous drag force and a Brownian-type random force. More precisely, the Kolmogorov type diffusion [[EQUATION]] is considered : here [[EQUATION]] is the position of the particle and [[EQUATION]] is its velocity and is solution of a stochastic differential equation driven by a one-dimensional Brownian motion, with the drift of the form [[EQUATION]] . The function F satisfies some homogeneity condition and [[EQUATION]] is positive. The behaviour of the process in large time is proved by using stochastic analysis tools.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1051/ps/2022014","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
We study a kinetic stochastic model with a non-linear time-inhomogeneous drag force and a Brownian-type random force. More precisely, the Kolmogorov type diffusion [[EQUATION]] is considered : here [[EQUATION]] is the position of the particle and [[EQUATION]] is its velocity and is solution of a stochastic differential equation driven by a one-dimensional Brownian motion, with the drift of the form [[EQUATION]] . The function F satisfies some homogeneity condition and [[EQUATION]] is positive. The behaviour of the process in large time is proved by using stochastic analysis tools.
分享
京公网安备 11010802042870号
京ICP备2023020795号-1
求助内容：
应助结果提醒方式：
扫码关注我们
