On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients

Author:

Khasminskii R. Z.,Krylov N. V.ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference11 articles.

1. Dehay D (2015) Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes. Stat Infer Stoch Process 18:69–98

2. Doob JL (1990) “Stochastic processes”, reprint of the 1953 original. Wiley Classics Library. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1990. viii+654 pp

3. Friedman A (1964) “Partial differential equations of parabolic type”, Prentice-Hall, Inc., Englewood Cliffs, N.J. 1964 xiv+347 pp

4. Hairer M (2016) Convergence of Markov processes, http://www.hairer.org/notes/Convergence.pdf

5. Höpfner R, Löcherbach E, Thieullen M (2016) Ergodicity and limit theorems for degenerate diusions with time periodic drift. Applications to a stochastic Hodgkin-Huxley model, ESAIM:PS 20:527–554

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