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Limit theorems for rarefaction of set of diffusion processes by boundaries

Anielllo Fedullo·Vitalii A. Gasanenko
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Abstract

This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time $t=0$. It is required to estimate of number of the unabsorbed processes for the fixed time ~$τ>0$. The number of initial processes is considered as function of $τ$ and $τ\to\infty$.

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Anielllo Fedullo, Vitalii A. Gasanenko. 2005-10-05. Limit theorems for rarefaction of set of diffusion processes by boundaries. https://arxiv.org/abs/math/0407411

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