On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients
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DOI: 10.1007/s11203-021-09259-z
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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.
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Keywords
Cauchy problem; Invariant measure; Time periodic coefficients; Diffusion processes;All these keywords.
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