Hitting a Boundary Point by Diffusions in the Closed Half Space.

Abstract

It is known that a Brownian motion in the unit sphere, with normal reflection at the boundary, does not hit a specified point on the boundary. The aim of this article is to prove that a non-degenerate diffusion in the closed half space, with certain Wentzell-type boundary conditions, does not hit a point on the boundary specified in advanced. We also give an application to a boundary value problem. Additional keywords: Stochastic differential equations; Submartigales; and Matrices(mathe matics).

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1985
Accession Number
ADA159180

Entities

People

  • S. Ramasubramanian

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Boundaries
  • Boundary Value Problems
  • Brownian Motion
  • Differential Equations
  • Diffusion
  • Equations
  • Mathematical Analysis
  • Mathematics
  • North Carolina
  • Numbers
  • Point Theorem
  • Probability
  • Real Numbers
  • Real Variables
  • Stochastic Processes
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

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  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space