Diffusions with holding and jumping boundary

DOI10.1007/S11425-012-4416-9zbMath1261.60074OpenAlexW1574168522MaRDI QIDQ1935704

Wenbo V. Li, Jun Peng

Publication date: 19 February 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4416-9

zbMATH Keywords

ergodicityspectral gapdiffusionsconvergence speedholding and jumping boundary

Mathematics Subject Classification ID

Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (5)

Rigorous Justification of the Fokker--Planck Equations of Neural Networks Based on an Iteration Perspective ⋮ A structured population model with diffusion in structure space ⋮ A note on the first passage time of diffusions with holding and jumping boundary ⋮ A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary ⋮ Diffusion with nonlocal boundary conditions

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