Existence and asymptotic behaviour of some time-inhomogeneous diffusions

Mihai Gradinaru, Yoann Offret

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho \mathrm{sgn}(x)|x{|}^{\alpha }/t^{\beta }$. This pro…