On reflected diffusions in cones and cylinders

Autoren: Oleksii Kulyk, Andrey Pilipenko, Sylvie Roelly (2023)

Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches a vertex of the cone for a finite time with positive probability. We propose new probabilistic method of investigation connected with the long-term behavior of a diffusion reflected in a cylinder.

Zeitschrift:
Ukrains'kyi Matematychnyi Zhurnal
Seiten:
1497-1521
Band:
75 (11)

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