English

Limit theorems for rarefaction of set of diffusion processes by boundaries

Probability 2007-05-23 v2

Abstract

This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time t=0t=0. It is required to estimate of number of the unabsorbed processes for the fixed time ~τ>0\tau>0. The number of initial processes is considered as function of τ\tau and τ\tau\to\infty.

Keywords

Cite

@article{arxiv.math/0407411,
  title  = {Limit theorems for rarefaction of set of diffusion processes by boundaries},
  author = {Anielllo Fedullo and Vitalii A. Gasanenko},
  journal= {arXiv preprint arXiv:math/0407411},
  year   = {2007}
}

Comments

11 pages

R2 v1 2026-07-22T17:08:06.953Z