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

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 5, 2008, Pages 946-961

  Delarue, F ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Distributed algorithms; Hitting times; Lyapunov functions; Reflected diffusions

Indexed keywords

EID: 77951874604     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP128     Document Type: Article

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