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Displaying similar documents to “A note on the diffusive scaling limit for a class of linear systems.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.

A remark concerning random walks with random potentials

Yakov Sinai (1995)

Fundamenta Mathematicae

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We consider random walks where each path is equipped with a random weight which is stationary and independent in space and time. We show that under some assumptions the arising probability distributions are in a sense uniformly absolutely continuous with respect to the usual probability distribution for symmetric random walks.

Asymptotic behaviour of a transport equation

Ryszard Rudnicki (1992)

Annales Polonici Mathematici

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We study the asymptotic behaviour of the semigroup of Markov operators generated by the equation u t + b u x + c u = a ∫ 0 a x u ( t , a x - y ) μ ( d y ) . We prove that for a > 1 this semigroup is asymptotically stable. We show that for a ≤ 1 this semigroup, properly normalized, converges to a limit which depends only on a.