English

Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion

Probability 2022-03-21 v5

Abstract

We study a kinetic stochastic model with a non-linear time-inhomogeneous drag force and a Brownian-type random force. More precisely, the Kolmogorov type diffusion (V,X)(V,X) is considered: here XX is the position of the particle and VV is its velocity and is solution of a stochastic differential equation driven by a one-dimensional Brownian motion, with the drift of the form tβF(v)t^{-\beta}F(v). The function FF satisfies some homogeneity condition and β\beta is positive. The behaviour of the process (V,X)(V,X) in large time is proved by using stochastic analysis tools.

Keywords

Cite

@article{arxiv.2004.11576,
  title  = {Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion},
  author = {Mihai Gradinaru and Emeline Luirard},
  journal= {arXiv preprint arXiv:2004.11576},
  year   = {2022}
}
R2 v1 2026-06-23T15:04:12.312Z