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On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients

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Abstract

We are considering the asymptotic behavior as \(t\rightarrow \infty \) of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion processes on the product of a unit circle and Euclidean space.

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Acknowledgements

The authors are sincerely grateful to Yu. Kutoyants for fruitful discussions and comments, to the referee and M.V. Safonov for pointing out several flaws in the original version of the paper.

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Correspondence to N. V. Krylov.

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Khasminskii, R.Z., Krylov, N.V. On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients. Stat Inference Stoch Process 25, 3–16 (2022). https://doi.org/10.1007/s11203-021-09259-z

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  • DOI: https://doi.org/10.1007/s11203-021-09259-z

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