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 . It is required to estimate of number of the unabsorbed processes for the fixed time ~. The number of initial processes is considered as function of and .
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