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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:Yutao MA Yingzhe WANG 

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.

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