摘要
The limit distribution for homogeneous Markov processes is studied extensively and well understood,but it is not the case for inhomogeneous Markov processes.In this paper,we review some recent results on inhomogeneous Markov processes generated by non-autonomous stochastic(partial)differential equations(SDE in short).Under some suitable conditions,we show that the distribution of recurrent solutions of SDEs constitutes the limit distribution of the corresponding inhomogeneous Markov processes.
基金
supported by NSFC (Grants 11871132,11925102)
Dalian High-level Talent Innovation Project (Grant 2020RD09)
Xinghai Jieqing fund from Dalian University of Technology.
