Limit theorems for number of diffusion processes which did not absorb by boundaries

2005/09/25 by Aniello Fedullo, Fedullo, Aniello, Vitalii A. Gasanenko +2
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #60J60 #Advanced Mathematical Modeling in Engineering #Diffusion and Search Dynamics #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and statistical mechanics #math.PR #msc:60J60

paper · pdf · doi:10.48550/arxiv.math/0509585

arxiv created 2005/09/25 · openalex publication_date 2005/09/25 · arxiv updated 2016/09/07 · openalex created_date 2022/10/06 · openalex updated_date 2026/07/28

Abstract

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 Poisson random measure. It is required to estimate of number of the unabsorbed processes for the fixed time \~τ>0. The Poisson random measure depends on τ and τ→∞.

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