摘要
We consider the diffusion process Xt on Rn with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion ｜Xt｜ has algebraic L2-convergence, so does Xt. And some classical examples are discussed.
We consider the diffusion process Xt on Rn with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion ｜Xt｜ has algebraic L2-convergence, so does Xt. And some classical examples are discussed.
基金
This work was supported by the National Natural Science Foundation of China （Grant Nos. 11101040, 11371283, 11431014）, YETP0264, 985 Projects, and the Fundamental Research Funds for the Central Universities.
