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Power-like delay in time inhomogeneous Fisher-KPP equations
Power-like delay time inhomogeneous Fisher-KPP equations
2015/7/14
We consider solutions of the KPP equation with a time-dependent diffusivity of the formσ(t/T). For an initial condition that is compactly supported, we show that when σ(s) is increasing in time the fr...
On the time inhomogeneous skew Brownian motion
Skew Brownian motion Local times Stochastic differential equation balayage formula Skorokhod problem
2012/4/23
This paper is devoted to the construction of a solution for the "Inhomogenous skew Brownian motion" equation, which first appeared in a seminal paper by Sophie Weinryb, and recently, studied by \'{E}t...
On the existence of a time inhomogeneous skew Brownian motion and some related laws
time inhomogeneous skew Brownian motion Probability
2011/9/2
Abstract: This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigat...
On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup
Markov processes diffusion processes inhomogeneity in time periodicity Lyapunov function
2011/2/25
We consider a time inhomogeneous strong Markov process (ξt)t0 taking values in a Polish state space whose semigroup has a T -periodic structure. After reviewing some conditions which imply ergodicity...
Time inhomogeneous Markov chains with wave-like behavior
Markov chains wave-like behavior
2010/11/12
Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport...