L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold

in Chinese Journal of Applied Probability and Statistics (2015), 31(5), 495-502

Algebraic convergence in L2-sense is studied for the reflecting diffusion processes on noncompact manifold with non-convex boundary. A series of su cient and necessary conditions for the algebraic ... [more ▼]

Algebraic convergence in L2-sense is studied for the reflecting diffusion processes on noncompact manifold with non-convex boundary. A series of su cient and necessary conditions for the algebraic convergence are presented. [less ▲]