[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