Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 333-348
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
@article{ZNSL_1996_228_a26,
author = {B. P. Harlamov},
title = {Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {333--348},
publisher = {mathdoc},
volume = {228},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a26/}
}
TY - JOUR AU - B. P. Harlamov TI - Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve JO - Zapiski Nauchnykh Seminarov POMI PY - 1996 SP - 333 EP - 348 VL - 228 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a26/ LA - ru ID - ZNSL_1996_228_a26 ER -
%0 Journal Article %A B. P. Harlamov %T Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve %J Zapiski Nauchnykh Seminarov POMI %D 1996 %P 333-348 %V 228 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a26/ %G ru %F ZNSL_1996_228_a26
B. P. Harlamov. Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 333-348. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a26/