Hitting time of a corner for a reflected diffusion in the square (Q731709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting time of a corner for a reflected diffusion in the square |
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Hitting time of a corner for a reflected diffusion in the square (English)
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8 October 2009
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This paper deals with the long time behavior of a two-dimensional reflected diffusion in the unit square. The author mainly investigates the mean value of hitting time to a small neighborhood of origin depends on the correlation coefficients of the diffusion near origin, appealing to the recurrence and transience analysis and a suitable Lyapunov function. As a by-product, he establishes a criteiron for the attainability of origin.
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reflected diffusions
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hitting times
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Lyapunov functions
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distributed algorithms
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