Article (Scientific journals)
L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold
Cheng, Li Juan; Wang, Yingzhe
2015In Chinese Journal of Applied Probability and Statistics, 31 (5), p. 495-502
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Keywords :
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.
Disciplines :
Mathematics
Author, co-author :
Cheng, Li Juan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Wang, Yingzhe
External co-authors :
yes
Language :
English
Title :
L^2 Rate of Algebraic Convergence for Diffusion Processes on Non-Convex Manifold
Publication date :
2015
Journal title :
Chinese Journal of Applied Probability and Statistics
ISSN :
1001-4268
Publisher :
Yingyong Gailü Tongji, Shanghai, China
Volume :
31
Issue :
5
Pages :
495-502
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 15 December 2015

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