On hitting single points by a multidimensional diffusion

DOI10.1080/17442509808834171MaRDI QIDQ4236073zbMATH OpenOpenAlexFDO

Authors Richard Dante DeBlassie

Publication date 19 July 1999

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834171

zbMATH Keywords

bounded coefficientshitting singletonsintegral test

Mathematics Subject Classification ID

Sample path properties (60G17) Diffusion processes (60J60)

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(4)

• Hitting a boundary point by diffusions in the closed half space
• Hitting of submanifolds by diffusions
• Strong solutions of stochastic equations with rank-based coefficients
• A one-dimensional diffusion hits points fast

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