Frontiers of Mathematics in China >
Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients
Received date: 16 Apr 2015
Accepted date: 20 Apr 2015
Published date: 05 Jun 2015
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We consider the diffusion process Xt on with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion |Xt| has algebraic L2-convergence, so does Xt. And some classical examples are discussed.
Yutao MA , Yingzhe WANG . Algebraic convergence of diffusion processes on Rn with radial diffusion and drift coefficients[J]. Frontiers of Mathematics in China, 2015 , 10(4) : 965 -984 . DOI: 10.1007/s11464-015-0476-9
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