Ramasubramanian, S. (1986) Hitting a boundary point by diffusions in the closed half space Journal of Multivariate Analysis, 20 (1). pp. 143-154. ISSN 0047-259X
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Official URL: http://www.sciencedirect.com/science/article/pii/0...
Related URL: http://dx.doi.org/10.1016/0047-259X(86)90024-2
Abstract
It is proved that a nondegenerate diffusion process in the closed half space G̅ ={x ∈ Rd: x1 ≥ 0} where d ≥ 2, with Wentzell's boundary conditions does not hit any specified point on the boundary.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| ID Code: | 52185 |
| Deposited On: | 03 Aug 2011 06:43 |
| Last Modified: | 03 Aug 2011 06:43 |
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