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Randomly flashing diffusion: Asymptotic properties

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Abstract

The theory of abstract Markov operators and semigroups is applied for studying asymptotics of a randomly flashing diffusion process. The probability distribution of the process is determined by a set of two partial differential equations and sufficient conditions for the existence of a stationary solution of the equations are formulated, and convergence of solutions to the stationary solution is proved.

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Authors and Affiliations

  1. Department of Theoretical Physics, Silesian University, 40-007, Katowice, Poland

    Jerzy Łuczka

  2. Institute of Mathematics, Polish Academy of Sciences, 40-013, Katowice, Poland

    Ryszard Rudnicki

  3. Institute of Mathematics, Silesian University, 40-007, Katowice, Poland

    Ryszard Rudnicki

Authors
  1. Jerzy Łuczka
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  2. Ryszard Rudnicki
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Łuczka, J., Rudnicki, R. Randomly flashing diffusion: Asymptotic properties. J Stat Phys 83, 1149–1164 (1996). https://doi.org/10.1007/BF02179555

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  • DOI: https://doi.org/10.1007/BF02179555

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