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On the Asymptotic Behaviour of a Diffusion Process with Singular Drift

Published online by Cambridge University Press:  22 January 2016

Hitoshi Kaneta
Hitoshi Kaneta*
Affiliation:
Nagoya University
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We discuss some peculiar features of the diffusion process whose characterization is given below. Let D be a bounded domain in the d-dimensional Euclidean space Ed with a smooth boundary ∂D. The domain D contains open balls (i = 1, · · ·, n) which are mutually disjoint. Our process is a diffusion process on the state space D ∪ ∂D which is locally equivalent to the Brownian motion except on the spheres ∂ and the boundary ∂D. By a diffusion process we mean a continuous strong Markov process. As to the terminology about Markov processes we refer to [2].

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 57 , June 1975, pp. 87 - 106
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1975

References

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