On Reflected Diffusions in Cones and Cylinders

期刊论文
发表日期：

2024年4月22日

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Oleksii Kulyk,
Andrey Pilipenko,
Sylvie Roelly

摘要

Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches the vertex of the cone for a finite time with positive probability. We propose a new probabilistic method of investigation connected with the long-term behavior of the diffusion reflected in a cylinder.