Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 333-348
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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/
@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},
year = {1996},
volume = {228},
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
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
%U http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a26/
%G ru
%F ZNSL_1996_228_a26
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.
