A new property of absorbed diffusions
Probability
2007-05-23 v1 Optimization and Control
Abstract
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
Cite
@article{arxiv.math/0011089,
title = {A new property of absorbed diffusions},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:math/0011089},
year = {2007}
}
Comments
6 pages