Random Walks Associated with Non-Divergence Form Elliptic Equations
dc.contributor.author | Song, Renming | en_US |
dc.contributor.author | Conlon, Joseph G. | en_US |
dc.date.accessioned | 2006-09-11T15:51:01Z | |
dc.date.available | 2006-09-11T15:51:01Z | |
dc.date.issued | 2000-04 | en_US |
dc.identifier.citation | Conlon, Joseph G.; Song, Renming; (2000). "Random Walks Associated with Non-Divergence Form Elliptic Equations." Journal of Theoretical Probability 13(2): 427-489. <http://hdl.handle.net/2027.42/45252> | en_US |
dc.identifier.issn | 0894-9840 | en_US |
dc.identifier.issn | 1572-9230 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/45252 | |
dc.description.abstract | This paper is concerned with the study of the diffusion process associated with a nondivergence form elliptic operator in d dimensions, d ≥2. The authors introduce a new technique for studying the diffusion, based on the observation that the probability of escape from a d −1 dimensional hyperplane can be explicitly calculated. They use the method to estimate the probability of escape from d −1 dimensional manifolds which are C 1, α , and also d −1 dimensional Lipschitz manifolds. To implement their method the authors study various random walks induced by the diffusion process, and compare them to the corresponding walks induced by Brownian motion. | en_US |
dc.format.extent | 338758 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Kluwer Academic Publishers-Plenum Publishers; Plenum Publishing Corporation ; Springer Science+Business Media | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Probability Theory and Stochastic Processes | en_US |
dc.subject.other | Statistics, General | en_US |
dc.subject.other | Elliptic Operator | en_US |
dc.subject.other | Lipschitz Manifolds | en_US |
dc.subject.other | Random Walks | en_US |
dc.subject.other | Diffusion Process | en_US |
dc.title | Random Walks Associated with Non-Divergence Form Elliptic Equations | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Mathematics, University of Michigan, Ann Arbor, Michigan, 48109 | en_US |
dc.contributor.affiliationother | Department of Mathematics, University of Illinois, Urbana, Illinois, 61801 | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/45252/1/10959_2004_Article_224911.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1023/A:1007893424255 | en_US |
dc.identifier.source | Journal of Theoretical Probability | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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