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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 333–348 (Mi znsl3714)  

Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Abstract: Let $W_1$ and $W_2$ be independent Wiener processes on the halfline, and let $W^{(a)}=(W_1,aW_2)$ ($a\ge1$). We consider open neighborhoods of the initial point with the uniform hitting density. This property determines uniquely the form of neighborhood. The main result: there exists a limit form of such a neighborhood as $a\to\infty$. Properties of such a limit form are under investigation. Bibl. 2 titles.
Received: 12.12.1995
English version:
Journal of Mathematical Sciences (New York), 1999, Volume 93, Issue 3, Pages 470–479
DOI: https://doi.org/10.1007/BF02364833
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: B. P. Harlamov, “Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 333–348; J. Math. Sci. (New York), 93:3 (1999), 470–479
Citation in format AMSBIB
\Bibitem{Har96}
\by B.~P.~Harlamov
\paper Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve
\inbook Probability and statistics. Part~1
\serial Zap. Nauchn. Sem. POMI
\yr 1996
\vol 228
\pages 333--348
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3714}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1449868}
\zmath{https://zbmath.org/?q=an:0935.60065}
\transl
\jour J. Math. Sci. (New York)
\yr 1999
\vol 93
\issue 3
\pages 470--479
\crossref{https://doi.org/10.1007/BF02364833}
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