Limit theorems for number of diffusion processes, which did not absorb by boundaries
Aniello Fedullo ; Vitalii Gasanenko
Open Mathematics, Tome 4 (2006), p. 624-634 / Harvested from The Polish Digital Mathematics Library
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We have random number of independent diffusion processes with absorption on boundaries in some region at initial time t = 0. The initial numbers and positions of processes in region is defined by the Poisson random measure. It is required to estimate the number of the unabsorbed processes for the fixed time τ > 0. The Poisson random measure depends on τ and τ → ∞.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:269258 
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     title = {Limit theorems for number of diffusion processes, which did not absorb by boundaries},
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     year = {2006},
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Aniello Fedullo; Vitalii Gasanenko. Limit theorems for number of diffusion processes, which did not absorb by boundaries. Open Mathematics, Tome 4 (2006) pp. 624-634. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_2478_s11533-006-0029-2/

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