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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 2, Pages 196–214 (Mi tvp4825)  

This article is cited in 230 scientific papers (total in 230 papers)

Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations

R. Z. Khas'minskii

Moscow
Abstract: In this paper the existence of a unique invariant measure for Markov processes satisfying the conditions $1^\circ-9^\circ$ is proved. This result is applied to obtain the asymptotic properties of the solution to the Cauchy problem for the parabolic equation $\partial u/\partial t=Lu$ when $t\to+\infty$. It is established that these properties depend on properties of the solution to the extremal Dirichlet problem for the equations $Lu=0$ and $Lu=-1$. The sufficient conditions for them expressed in terms of the behaviour of the coefficients in the equation $Lu=\partial u/\partial t$ are given in the appendix.
Received: 06.06.1959
English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 2, Pages 179–196
DOI: https://doi.org/10.1137/1105016
Document Type: Article
Language: Russian
Citation: R. Z. Khas'minskii, “Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations”, Teor. Veroyatnost. i Primenen., 5:2 (1960), 196–214; Theory Probab. Appl., 5:2 (1960), 179–196
Citation in format AMSBIB
\Bibitem{Kha60}
\by R.~Z.~Khas'minskii
\paper Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 2
\pages 196--214
\mathnet{http://mi.mathnet.ru/tvp4825}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 2
\pages 179--196
\crossref{https://doi.org/10.1137/1105016}
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  • This publication is cited in the following 230 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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