An ergodic diffusion with unbounded inward and outward drift

2012/05/22 by Thaler, Horst
#37A50 #60H15 #60J60 #Dynamical Systems (math.DS) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph)

paper · doi:10.48550/arxiv.1205.4906

Abstract

It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.

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