On reflected diffusions in cones and cylinders

• Datum: 2023
• Hauptverfasser: Kulyk, Oleksii, Pilipenko, Andrey, Rœlly, Sylvie
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2023
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/7418
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...