Local time penalizations with various clocks for one-dimensional diffusions

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Large Deviations for One Dimensional Diffusions with a Strong Drift

We derive a large deviation principle which describes the behaviour of a diffusion process with additive noise under the influence of a strong drift. Our main result is a large deviation theorem for the distribution of the end-point of a one-dimensional diffusion with drift θb where b is a drift function and θ a real number, when θ converges to ∞. It transpires that the problem is governed by a...

متن کامل

Quasistationary Distributions for One-dimensional Diffusions with Killing

We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion conditioned on long survival either runs off to infinity almost surely, or almost surely converges to a quasistationary distribution given by the lowest eigenfu...

متن کامل

Numerical solution for one-dimensional independent of time Schrödinger Equation

In this paper, one of the numerical solution method of one- particle, one dimensional timeindependentSchrodinger equation are presented that allows one to obtain accurate bound state eigenvalues and functions for an arbitrary potential energy function V(x).For each case, we draw eigen functions versus the related reduced variable for the correspondingenergies. The paper ended with a comparison ...

متن کامل

Generating integrable one dimensional driftless diffusions

A criterion on the diffusion coefficient is formulated that allows the classification of driftless time and state dependent diffusions that are integrable in closed form via point transformations. In the time dependent and state dependent case, a remarkable intertwining with the inhomogeneous Burger’s equation is exploited. The criterion is constructive. It allows us to devise families of drift...

متن کامل

Wasserstein Decay of One Dimensional Jump-diffusions

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet. Using a Feynman-Kac semigroup, we prove a bound in Wasserstein metric. This bound is explicit and optimal in the sense of Wasserstein curvature. This notion ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Mathematical Society of Japan

سال: 2019

ISSN: 0025-5645

DOI: 10.2969/jmsj/75947594