Hitting time of a corner for a reflected diffusion in the square (Q731709)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hitting time of a corner for a reflected diffusion in the square |
scientific article; zbMATH DE number 5611468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting time of a corner for a reflected diffusion in the square |
scientific article; zbMATH DE number 5611468 |
Statements
Hitting time of a corner for a reflected diffusion in the square (English)
0 references
8 October 2009
0 references
This paper deals with the long time behavior of a two-dimensional reflected diffusion in the unit square. The author mainly investigates the mean value of hitting time to a small neighborhood of origin depends on the correlation coefficients of the diffusion near origin, appealing to the recurrence and transience analysis and a suitable Lyapunov function. As a by-product, he establishes a criteiron for the attainability of origin.
0 references
reflected diffusions
0 references
hitting times
0 references
Lyapunov functions
0 references
distributed algorithms
0 references
0 references
0 references
