{"title":"Time changed spherical Brownian motions with longitudinal drifts","authors":"Giacomo Ascione , Anna Vidotto","doi":"10.1016/j.spa.2024.104547","DOIUrl":null,"url":null,"abstract":"<div><div>We consider a time change of a drifted Brownian motion on the two-dimensional unit sphere. Precisely, we find strong solutions to the related time-nonlocal Kolmogorov equation under suitably regular initial data and we determine the spectral decomposition of its probability density function. Moreover, we study the speed of convergence to the stationary state, proving a non-exponential rate to the equilibrium. Finally, we provide very weak solutions of the same time-nonlocal Kolmogorov equation with general initial data. These results improve the known ones in terms of both the presence of a perturbation and the generality of the initial data.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"181 ","pages":"Article 104547"},"PeriodicalIF":1.1000,"publicationDate":"2024-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924002552","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We consider a time change of a drifted Brownian motion on the two-dimensional unit sphere. Precisely, we find strong solutions to the related time-nonlocal Kolmogorov equation under suitably regular initial data and we determine the spectral decomposition of its probability density function. Moreover, we study the speed of convergence to the stationary state, proving a non-exponential rate to the equilibrium. Finally, we provide very weak solutions of the same time-nonlocal Kolmogorov equation with general initial data. These results improve the known ones in terms of both the presence of a perturbation and the generality of the initial data.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.