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Reference : L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold
Document type :
Scientific journals : Article
Discipline(s) :
Physical, chemical, mathematical & earth Sciences : Mathematics
To cite this reference:
http://hdl.handle.net/10993/22991
Title :
L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold
Language :
English
Author, co-author :
Cheng, Li Juan
[University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Wang, Yingzhe
[> >]
Publication date :
2015
Journal title :
Chinese Journal of Applied Probability and Statistics
Volume :
31
Issue/season :
5
Pages :
495-502
Peer reviewed :
Yes (verified by ORBi
lu
)
Audience :
National
ISSN :
1001-4268
Keywords :
[en]
Non-convex manifold ; algebraic convergence ; diffusion process.
Abstract :
[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.
Permalink :
http://hdl.handle.net/10993/22991
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非凸流形上扩散过程的代数式收敛性.pdf
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