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Stability for Temporally Nonhomogeneous Singular Diffusion


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1 University of Georgia, Georgia
     

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The stability results given in Has'minskii [6] (pp.90-91) do not work, in general, even for temporally homogeneous singular diffusions; we will explain this with an example at the end. First we present some criteria for asymptotic flatness for a temporally nonhomogeneous singular diffusion and these results generalize the main result in Basak and Bhattacharya [1] and a result in Basak [2]. Next we specialize these criteria to the homogeneous case and obtain a general result on stability for homogeneous singular diffusions.

Keywords

Nonhomogeneous Diffusion, Invariant Probability, Asymptotic Flatness.
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  • Stability for Temporally Nonhomogeneous Singular Diffusion

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Authors

Gopal K. Basak
University of Georgia, Georgia

Abstract


The stability results given in Has'minskii [6] (pp.90-91) do not work, in general, even for temporally homogeneous singular diffusions; we will explain this with an example at the end. First we present some criteria for asymptotic flatness for a temporally nonhomogeneous singular diffusion and these results generalize the main result in Basak and Bhattacharya [1] and a result in Basak [2]. Next we specialize these criteria to the homogeneous case and obtain a general result on stability for homogeneous singular diffusions.

Keywords


Nonhomogeneous Diffusion, Invariant Probability, Asymptotic Flatness.