摘要
This work is concerned with the asymptotic behavior of systems of parabolic equations arising from null-recurrent switching diffusions, which are diffusion processes modulated by continuous-time Markov chains. A sufficient condition for null recurrence is presented. Moreover, convergence rate of the solutions of systems of homogeneous parabolic equations under suitable conditions is established. Then a case study on verifying one of the conditions proposed is provided with the use of a two-state Markov chain. To verify the condition, boundary value problems （BVPs） for parabolic systems are treated, which are not the usual two-point BVP type. An extra condition in the interior is needed resulting in jump discontinuity of the derivative of the corresponding solution.
This work is concerned with the asymptotic behavior of systems of parabolic equations arising from null-recurrent switching diffusions, which are diffusion processes modulated by continuous-time Markov chains. A sufficient condition for null recurrence is presented. Moreover, convergence rate of the solutions of systems of homogeneous parabolic equations under suitable conditions is established. Then a case study on verifying one of the conditions proposed is provided with the use of a two-state Markov chain. To verify the condition, boundary value problems （BVPs） for parabolic systems are treated, which are not the usual two-point BVP type. An extra condition in the interior is needed resulting in jump discontinuity of the derivative of the corresponding solution.
基金
the National Science Foundation under DMS-0603287
the National Security Agency,MSPF-068-029
the National Natural Science Foundation of China under No.60574069
