论锥体和圆柱体中的反射扩散

Pub Date : 2024-04-22 DOI:10.1007/s11253-024-02288-w
Oleksii Kulyk, Andrey Pilipenko, Sylvie Roelly
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引用次数: 0

摘要

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。
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On Reflected Diffusions in Cones and Cylinders

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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