Displaying similar documents to “Kac functional and Schrödinger equation”

Hitting time of a corner for a reflected diffusion in the square

F. Delarue (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We discuss the long time behavior of a two-dimensional reflected diffusion in the unit square and investigate more specifically the hitting time of a neighborhood of the origin. We distinguish three different regimes depending on the sign of the correlation coefficient of the diffusion matrix at the point 0. For a positive correlation coefficient, the expectation of the hitting time is uniformly bounded as the neighborhood shrinks. For a negative one, the expectation explodes in a polynomial...