English

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 t=0t=0. 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 \~τ>0\tau>0. The Poisson random measure depends on τ\tau and τ\tau\to\infty.

Keywords

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}
}
R2 v1 2026-07-22T17:24:59.943Z