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A new property of absorbed diffusions

Nikolai Dokuchaev
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Abstract

We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.

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Nikolai Dokuchaev. 2000-11-14. A new property of absorbed diffusions. https://arxiv.org/abs/math/0011089

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