An ergodic diffusion with unbounded inward and outward drift
Dynamical Systems
2012-05-23 v1 Mathematical Physics
math.MP
Abstract
It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.
Cite
@article{arxiv.1205.4906,
title = {An ergodic diffusion with unbounded inward and outward drift},
author = {Horst Thaler},
journal= {arXiv preprint arXiv:1205.4906},
year = {2012}
}
Comments
11 pages, 2 figures