Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients

doi:10.1007/s11464-015-0476-9

Front. Math. China

2015, Vol. 10

Issue (4) : 965-984 https://doi.org/10.1007/s11464-015-0476-9

RESEARCH ARTICLE

Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients

Yutao MA(

),Yingzhe WANG

School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems of Ministry of Education, Beijing Normal University, Beijing 100875, China

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Abstract

We consider the diffusion process X_t on ?n with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion |X_t| has algebraic L²-convergence, so does X_t. And some classical examples are discussed.

Keywords Diffusion processes algebraic convergence classical coupling coupling by reflection spherically invariant

Corresponding Author(s): Yutao MA

Issue Date: 05 June 2015

Cite this article:

Yutao MA,Yingzhe WANG. Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients[J]. Front. Math. China, 2015, 10(4): 965-984.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-015-0476-9
https://academic.hep.com.cn/fmc/EN/Y2015/V10/I4/965

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