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Algebraic convergence of diffusion processes on ℝn with radial diffusion and drift coefficients

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Abstract

We consider the diffusion process X t on ℝn with radial diffusion and drift coefficients. We prove that once the one-dimensional diffusion |X t | has algebraic L 2-convergence, so does X t . And some classical examples are discussed.

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Authors and Affiliations

  1. School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems of Ministry of Education, Beijing Normal University, Beijing, 100875, China

    Yutao Ma & Yingzhe Wang

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  1. Yutao Ma
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  2. Yingzhe Wang
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Correspondence to Yutao Ma.

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Ma, Y., Wang, Y. Algebraic convergence of diffusion processes on ℝn with radial diffusion and drift coefficients. Front. Math. China 10, 965–984 (2015). https://doi.org/10.1007/s11464-015-0476-9

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  • DOI: https://doi.org/10.1007/s11464-015-0476-9

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