A new property of absorbed diffusions

Details A new property of absorbed diffusions A new property of absorbed diffusions

2000-11-14

arxiv.org/abs/math/0011089v1

Mathematics

Probability

6 pages

Scientific paper

We consider stochastic diffusion processes absorbed at the boundary of a
domain. It is shown that there exist initial distributions which ensure a given
decreasing of density of the absorbed process.

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