Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients
Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients作者机构:School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems ofMinistry of Education Beijing Normal University Beijing 100875 China
出 版 物:《Frontiers of Mathematics in China》 (中国高等学校学术文摘·数学(英文))
年 卷 期:2015年第10卷第4期
页 面:965-984页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 08[工学] 082701[工学-核能科学与工程] 0827[工学-核科学与技术] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:This work was supported by the National Natural Science Foundation of China (Grant Nos. 11101040 11371283 11431014) YETP0264 985 Projects and the Fundamental Research Funds for the Central Universities
主 题:Diffusion processes algebraic convergence classical coupling,coupling by reflection spherically invariant
摘 要:We consider the diffusion process Xt on Rn with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion |Xt| has algebraic L2-convergence, so does Xt. And some classical examples are discussed.