Reflected diffusions in cones

16.01.2023, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Andrey Pilipenko (Inst. of Mathematics, Nat. Acad. of Sciences & Nat. TU of Ukraine, Kyiv)

Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches a vertex of the cone in a finite time with positive probability. A new probabilistic method of investigation connected with the long time behavior of a diffusion reflected in a cylinder is proposed.

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