On Reflected Diffusions in Cones and Cylinders

IF 0.5 4区数学 Q3 MATHEMATICS

Ukrainian Mathematical Journal Pub Date : 2024-04-22 DOI:10.1007/s11253-024-02288-w

Oleksii Kulyk, Andrey Pilipenko, Sylvie Roelly

引用次数: 0

Abstract

Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches the vertex of the cone for a finite time with positive probability. We propose a new probabilistic method of investigation connected with the long-term behavior of the diffusion reflected in a cylinder.

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论锥体和圆柱体中的反射扩散

假设 X 是锥体中的扩散，边界处有斜反射。我们研究的问题是 X 是否在有限时间内以正概率到达圆锥的顶点。我们提出了一种新的概率研究方法，它与圆柱体中反射扩散的长期行为有关。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Ukrainian Mathematical Journal MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

0.90

自引率

20.00%

发文量

107

审稿时长

4-8 weeks

期刊介绍： Ukrainian Mathematical Journal publishes articles and brief communications on various areas of pure and applied mathematics and contains sections devoted to scientific information, bibliography, and reviews of current problems. It features contributions from researchers from the Ukrainian Mathematics Institute, the major scientific centers of the Ukraine and other countries. Ukrainian Mathematical Journal is a translation of the peer-reviewed journal Ukrains’kyi Matematychnyi Zhurnal, a publication of the Institute of Mathematics of the National Academy of Sciences of Ukraine.