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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Ergodic behavior of diffusions with random jumps from the boundary Ergodic behavior of diffusions with random jumps from the boundary](/preview/png/1156952.png)
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
Journal: Stochastic Processes and their Applications - Volume 119, Issue 3, March 2009, Pages 864–881
نویسندگان
Iddo Ben-Ari, Ross G. Pinsky,