A new property of absorbed diffusions
| dc.creator | Dokuchaev, Nikolai | |
| dc.date | 2000-11-14 | |
| dc.date.accessioned | 2026-07-07T04:38:34Z | |
| dc.date.available | 2026-07-07T04:38:34Z | |
| dc.description | We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process. | |
| dc.description | 6 pages | |
| dc.identifier | https://arxiv.org/abs/math/0011089 | |
| dc.identifier | http://arxiv.org/abs/math/0011089 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/60333 | |
| dc.subject | Probability | |
| dc.subject | Optimization and Control | |
| dc.title | A new property of absorbed diffusions | |
| dc.type | text |