Particle Motions in Absorbing Medium with Hard and Soft Obstacles
نویسندگان
چکیده
We consider a particle evolving according to a Markov motion in an absorbing medium. We analyze the long term behavior of the time at which the particle is killed and the distribution of the particle conditional upon survival. Under given regularity conditions, these quantities are characterized by the limiting distribution and the Lyapunov exponent of a nonlinear Feynman-Kac operator. *Correspondence: Pierre Del Moral, Laboratoire de Statistiques et Probabilites, Unite Mixte de Recherche CNRS, Universite Paul Sabatier, 118 route de Narbonne, 31062 Toulouse cedex, France; E-mail: [email protected]. STOCHASTIC ANALYSIS AND APPLICATIONS Vol. 22, No. 5, pp. 1175–1207, 2004
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