On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
Author
Abstract
Suggested Citation
DOI: 10.1007/s11203-021-09259-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Reinhard Höpfner & Yury Kutoyants, 2010. "Estimating discontinuous periodic signals in a time inhomogeneous diffusion," Statistical Inference for Stochastic Processes, Springer, vol. 13(3), pages 193-230, October.
- Dominique Dehay, 2015. "Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes," Statistical Inference for Stochastic Processes, Springer, vol. 18(1), pages 69-98, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sergueï Dachian & Ilia Negri, 2011. "On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios," Statistical Inference for Stochastic Processes, Springer, vol. 14(3), pages 255-271, October.
- Dominique Dehay, 2015. "Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes," Statistical Inference for Stochastic Processes, Springer, vol. 18(1), pages 69-98, April.
- E. A. Pchelintsev & S. M. Pergamenshchikov, 2018. "Oracle inequalities for the stochastic differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 469-483, July.
- Herold Dehling & Brice Franke & Thomas Kott & Reg Kulperger, 2014. "Change point testing for the drift parameters of a periodic mean reversion process," Statistical Inference for Stochastic Processes, Springer, vol. 17(1), pages 1-18, April.
- Oçafrain, William, 2020. "Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries," Stochastic Processes and their Applications, Elsevier, vol. 130(6), pages 3445-3476.
- Dehay, D. & El Waled, K., 2013. "Nonparametric estimation problem for a time-periodic signal in a periodic noise," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 608-615.
- Victor, Konev & Serguei, Pergamenchtchikov, 2015. "Robust model selection for a semimartingale continuous time regression from discrete data," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 294-326.
- Vlad Stefan Barbu & Slim Beltaief & Sergey Pergamenshchikov, 2019. "Robust adaptive efficient estimation for semi-Markov nonparametric regression models," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 187-231, July.
- Simon Holbach, 2018. "Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 527-538, October.
- Sévérien Nkurunziza & Pei Patrick Zhang, 2018. "Estimation and testing in generalized mean-reverting processes with change-point," Statistical Inference for Stochastic Processes, Springer, vol. 21(1), pages 191-215, April.
- Evgeny Pchelintsev & Serguei Pergamenshchikov & Maria Leshchinskaya, 2022. "Improved estimation method for high dimension semimartingale regression models based on discrete data," Statistical Inference for Stochastic Processes, Springer, vol. 25(3), pages 537-576, October.
More about this item
Keywords
Cauchy problem; Invariant measure; Time periodic coefficients; Diffusion processes;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sistpr:v:25:y:2022:i:1:d:10.1007_s11203-021-09259-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.