Recurrent Perturbations of Certain Transient Radially Symmetric Diffusions
Ioffe, D.
Ann. Probab., Tome 21 (1993) no. 4, p. 1124-1150 / Harvested from Project Euclid
If $L$ generates a transient diffusion, then the corresponding exterior Dirichlet problem (EP) has in general many bounded solutions. We consider perturbations of $L$ by a first-order term and assume that EP can be solved uniquely for each perturbed operator. Then as the perturbation tends to 0, the sequence of perturbed solutions may converge to a solution of the original EP. Using a skew-product representation of diffusions, we give an integral criterion for the uniqueness of this limit and show that it takes place iff the Kuramochi boundary of $L$ at $\infty$ is a singleton. In the case when uniqueness fails, we provide a description of a subclass of limiting solutions in terms of boundary conditions for the original process in the natural scale.
Publié le : 1993-04-14
Classification:  Diffusion process,  exterior Dirichlet problem,  60J60,  35J25
@article{1176989284,
     author = {Ioffe, D.},
     title = {Recurrent Perturbations of Certain Transient Radially Symmetric Diffusions},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 1124-1150},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989284}
}
Ioffe, D. Recurrent Perturbations of Certain Transient Radially Symmetric Diffusions. Ann. Probab., Tome 21 (1993) no. 4, pp.  1124-1150. http://gdmltest.u-ga.fr/item/1176989284/