Hitting a boundary point by diffusions in the closed half space

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.

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Year of publication:	1986
Authors:	Ramasubramanian, S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 20.1986, 1, p. 143-154
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199583