One-Dimensional Diffusions That Eventually Stop Down-Crossing
Probability
2014-02-26 v1
Abstract
Consider a diffusion process corresponding to the operator and which is transient to . For , we give an explicit criterion in terms of the coefficients and which determines whether or not the diffusion almost surely eventually stops making down-crossings of length . As a particular case, we show that if , then the diffusion almost surely stops making down-crossings of length if , for some and for large , but makes down-crossings of length at arbitrarily large times if , for large .
Keywords
Cite
@article{arxiv.0912.1973,
title = {One-Dimensional Diffusions That Eventually Stop Down-Crossing},
author = {Ross G. Pinsky},
journal= {arXiv preprint arXiv:0912.1973},
year = {2014}
}