{"title":"On Reflected Diffusions in Cones and Cylinders","authors":"Oleksii Kulyk, Andrey Pilipenko, Sylvie Roelly","doi":"10.1007/s11253-024-02288-w","DOIUrl":null,"url":null,"abstract":"<p>Let <i>X</i> be a diffusion in a cone with oblique reflection at the boundary. We study the question whether <i>X</i> reaches the vertex of the cone for a finite time with positive probability. We propose a new probabilistic method of investigation connected with the long-term behavior of the diffusion reflected in a cylinder.</p>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11253-024-02288-w","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches the vertex of the cone for a finite time with positive probability. We propose a new probabilistic method of investigation connected with the long-term behavior of the diffusion reflected in a cylinder.
分享
京公网安备 11010802042870号
京ICP备2023020795号-1
求助内容：
应助结果提醒方式：
扫码关注我们
