Limit theorems for number of diffusion processes, which did not absorb by boundaries

DOI10.2478/S11533-006-0029-2zbMath1107.60047arXivmath/0509585OpenAlexW2090708923MaRDI QIDQ861588

Aniello Fedullo, Vitalii A. Gasanenko

Publication date: 29 January 2007

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509585

zbMATH Keywords

stochastic differential equationsPoisson random measurePoisson limitabsorption at boundary

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Related Items (1)

The small deviations of multi-dimensional diffusion processes and rarefaction by boundaries

Cites Work

• Rarefaction of moving diffusion particles
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