RANDOMLY FLASHING DIFFUSION - ASYMPTOTIC PROPERTIES

Authors
LUCZKA J RUDNICKI R
Citation
J. Luczka et R. Rudnicki, RANDOMLY FLASHING DIFFUSION - ASYMPTOTIC PROPERTIES, Journal of statistical physics, 83(5-6), 1996, pp. 1149-1164
Citations number
26
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of statistical physics → ACNP
ISSN journal
00224715
Volume
83
Issue
5-6
Year of publication
1996
Pages
1149 - 1164
Database
ISI
SICI code
0022-4715(1996)83:5-6<1149:RFD-AP>2.0.ZU;2-O
Abstract
The theory of abstract Markov operators and semigroups is applied for studying asymptotics of a randomly flashing diffusion process. The pro bability distribution of the process is determined by a set of two par tial differential equations and sufficient conditions for the existenc e of a stationary solution of the equations are formulated, and conver gence of solutions to the stationary solution is proved.