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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| Date: | 2023 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
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Institute of Mathematics, NAS of Ukraine
2023
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/7418 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512669161750528 |
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| author | Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Pilipenko, Andrey |
| author_facet | Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Pilipenko, Andrey |
| author_sort | Kulyk, Oleksii |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2024-06-19T00:34:52Z |
| description | 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. |
| doi_str_mv | 10.3842/umzh.v75i11.7418 |
| first_indexed | 2026-03-24T03:32:27Z |
| format | Article |
| fulltext | |
| id | umjimathkievua-article-7418 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | English |
| last_indexed | 2026-03-24T03:32:27Z |
| publishDate | 2023 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | |
| spelling | umjimathkievua-article-74182024-06-19T00:34:52Z On reflected diffusions in cones and cylinders On reflected diffusions in cones and cylinders Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Pilipenko, Andrey Reflected diffusion; Diffusion in a cone; Oblique reflection 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. УДК 519.21 Про відбиті дифузії в конусах і циліндрах  Нехай $X$ – дифузія в конусі зі скісним відбиттям на межі. Вивчається питання про можливість досягнення дифузією $X$ вершини конуса за скінченний час з додатною ймовірністю. Запропоновано новий імовірнісний метод дослідження, що пов'язаний  з довготривалою поведінкою дифузії,  відбитої в циліндрі. Institute of Mathematics, NAS of Ukraine 2023-11-30 Article Article https://umj.imath.kiev.ua/index.php/umj/article/view/7418 10.3842/umzh.v75i11.7418 Ukrains’kyi Matematychnyi Zhurnal; Vol. 75 No. 11 (2023); 1497 -1521 Український математичний журнал; Том 75 № 11 (2023); 1497 -1521 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/7418/9925 Copyright (c) 2023 Андрій Пилипенко |
| spellingShingle | Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Kulyk, Oleksii Pilipenko, Andrey Rœlly, Sylvie Pilipenko, Andrey On reflected diffusions in cones and cylinders |
| title | On reflected diffusions in cones and cylinders |
| title_alt | On reflected diffusions in cones and cylinders |
| title_full | On reflected diffusions in cones and cylinders |
| title_fullStr | On reflected diffusions in cones and cylinders |
| title_full_unstemmed | On reflected diffusions in cones and cylinders |
| title_short | On reflected diffusions in cones and cylinders |
| title_sort | on reflected diffusions in cones and cylinders |
| topic_facet | Reflected diffusion Diffusion in a cone Oblique reflection |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/7418 |
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