Wednesday, May 23, 2012

1205.4906 (Horst Thaler)

An ergodic diffusion with unbounded inward and outward drift    [PDF]

Horst Thaler
It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.
View original: http://arxiv.org/abs/1205.4906

No comments:

Post a Comment