{"title":"时间非齐次Kolmogorov型扩散的渐近行为","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":"{\"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}","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}
Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion
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.