On reflected diffusions in cones and cylinders
UDC 519.21 Let $X$ be a diffusion in a cone with oblique reflection at the boundary. We study the question whether $X$ reaches a vertex of the cone for a finite time with positive probability. We propose new probabilistic method of investigation connected with the long-term...
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| Datum: | 2023 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2023
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/7418 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | UDC 519.21
Let $X$ be a diffusion in a cone with oblique reflection at the boundary. We study the question whether $X$ reaches a vertex of the cone for a finite time with positive probability. We propose new probabilistic method of investigation connected with the long-term  behavior of a diffusion reflected in a cylinder. |
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| DOI: | 10.3842/umzh.v75i11.7418 |