[en] 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.
Disciplines :
Mathématiques
Auteur, co-auteur :
CHENG, Li Juan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Wang, Yingzhe
Co-auteurs externes :
yes
Langue du document :
Anglais
Titre :
L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold
Date de publication/diffusion :
2015
Titre du périodique :
Chinese Journal of Applied Probability and Statistics