Mathematics – Probability
Scientific paper
2005-09-25
Mathematics
Probability
Scientific paper
We have random number of independent diffusion processes with absorption on
boundaries in some region at initial time $t=0$. The initial numbers and
positions of processes in region is defined by Poisson random measure. It is
required to estimate of number of the unabsorbed processes for the fixed time
\~$\tau>0$. The Poisson random measure depends on $\tau$ and $\tau\to\infty$.
Fedullo Aniello
Gasanenko Vitalii A.
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