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.

Time changed spherical Brownian motions with longitudinal drifts / Ascione, Giacomo; Vidotto, Anna. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 181:(2025), pp. 1-26. [10.1016/j.spa.2024.104547]

Time changed spherical Brownian motions with longitudinal drifts

Giacomo Ascione;Anna Vidotto
2025

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.
2025
anomalous diffusion; spherical harmonic; subordinator; time-nonlocal Kolmogorov equation
01 Pubblicazione su rivista::01a Articolo in rivista
Time changed spherical Brownian motions with longitudinal drifts / Ascione, Giacomo; Vidotto, Anna. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 181:(2025), pp. 1-26. [10.1016/j.spa.2024.104547]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1747914
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