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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 333–348
(Mi znsl3714)
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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
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
Linking options:
https://www.mathnet.ru/eng/znsl3714 https://www.mathnet.ru/eng/znsl/v228/p333
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Abstract page: | 125 | Full-text PDF : | 73 |
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