Limit theorems for number of diffusion processes which did not absorb by boundaries
Probability
2016-09-07 v1
Abstract
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time . The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to estimate of number of the unabsorbed processes for the fixed time \~. The Poisson random measure depends on and .
Cite
@article{arxiv.math/0509585,
title = {Limit theorems for number of diffusion processes which did not absorb by boundaries},
author = {Aniello Fedullo and Vitalii A. Gasanenko},
journal= {arXiv preprint arXiv:math/0509585},
year = {2016}
}