Hitting of submanifolds by diffusions (Q1093255): Difference between revisions
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Latest revision as of 12:53, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting of submanifolds by diffusions |
scientific article |
Statements
Hitting of submanifolds by diffusions (English)
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1988
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It is proved that a (d-2) or lower dimensional \(C^ 2\)-submanifold is a polar set for a nondegenerate d-dimensional diffusion process. A similar result is established also for diffusions in a closed half space with reflecting boundary conditions.
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polar set
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reflecting boundary conditions
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stopping times
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diffeomorphism
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strong Markov property
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