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 the Poisson random measure. It is required to estimate the number of the unabsorbed processes for the fixed time tau > 0. The Poisson random measure depends on tau and tau → ∞.
Limit Theorems for Number of Diffusion Processes which did not Absorb by Boundaries
FEDULLO, Aniello;
2006-01-01
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 the Poisson random measure. It is required to estimate the number of the unabsorbed processes for the fixed time tau > 0. The Poisson random measure depends on tau and tau → ∞.File in questo prodotto:
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