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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1996 Volume 228, Pages 333–348 (Mi znsl3714)

Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve

B. P. Harlamov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences

Abstract: Let $W_1$ and $W_2$ be independent Wiener processes on the halfline, and let $W^{(a)}=(W_1,aW_2)$ ($a\ge1$). We consider open neighborhoods of the initial point with the uniform hitting density. This property determines uniquely the form of neighborhood. The main result: there exists a limit form of such a neighborhood as $a\to\infty$. Properties of such a limit form are under investigation. Bibl. 2 titles.

UDC: 519.2

Received: 12.12.1995


 English version:
Journal of Mathematical Sciences (New York), 1999, 93:3, 470–479

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© Steklov Math. Inst. of RAS, 2024