Hitting a boundary point by diffusions in the closed half space

S. Ramasubramanian

Journal of Multivariate Analysis, 1986, vol. 20, issue 1, 143-154

Abstract: It is proved that a nondegenerate diffusion process in the closed half space , where d >= 2, with Wentzell's boundary conditions does not hit any specified point on the boundary.

Date: 1986
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