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

Abstract

We consider the diffusion process X_t on {ℝ}^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

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