Title

Algebraic convergence of diffusion processes on ℝ with radial diffusion and drift coefficients.

Authors

Ma, Yutao; Wang, Yingzhe

Abstract

We consider the diffusion process X on ℝ with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion | X| has algebraic L-convergence, so does X. And some classical examples are discussed.

Subjects

DIFFUSION processes; MARKOV processes; STOCHASTIC convergence; COEFFICIENTS (Statistics); MATHEMATICS

Publication

Frontiers of Mathematics in China, 2015, Vol 10, Issue 4, p965

ISSN

1673-3452

Publication type

Academic Journal

DOI

10.1007/s11464-015-0476-9