Randomly flashing diffusion: Asymptotic properties |
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| Authors: | Jerzy Łuczka Ryszard Rudnicki |
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| Institution: | (1) Department of Theoretical Physics, Silesian University, 40-007 Katowice, Poland;(2) Institute of Mathematics, Polish Academy of Sciences, 40-013 Katowice, Poland;(3) Institute of Mathematics, Silesian University, 40-007 Katowice, Poland |
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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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| Keywords: | Diffusion Markov semigroups asymptotic stability |
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