کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156952 958901 2009 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Ergodic behavior of diffusions with random jumps from the boundary
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Ergodic behavior of diffusions with random jumps from the boundary
چکیده انگلیسی

We consider a diffusion process on D⊂RdD⊂Rd, which upon hitting ∂D∂D, is redistributed in DD according to a probability measure depending continuously on its exit point. We prove that the distribution of the process converges exponentially fast to its unique invariant distribution and characterize the exponent as the spectral gap for a differential operator that serves as the generator of the process on a suitable function space.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 3, March 2009, Pages 864–881
نویسندگان
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