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

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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