Limit theorems for rarefaction of set of diffusion processes by boundaries

Details Limit theorems for rarefaction of set of diffusion processes by boundaries Limit theorems for rarefaction of set of diffusion processes by boundaries

2004-07-23

arxiv.org/abs/math/0407411v2

Mathematics

Probability

11 pages

Scientific paper

This paper is devoted to the study of the following problem. We have set of
diffusion processes with absorption on boundaries in some region at initial
time $t=0$. It is required to estimate of number of the unabsorbed processes
for the fixed time ~$\tau>0$. The number of initial processes is considered as
function of $\tau$ and $\tau\to\infty$.

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