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Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients
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作者 Yutao MA Yingzhe WANG 《Frontiers of Mathematics in China》 SCIE CSCD 2015年第4期965-984,共20页
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 ar... 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. 展开更多
关键词 Diffusion processes algebraic convergence classical coupling coupling by reflection spherically invariant
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