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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

A finite-energy bound on the approach of a diffusion to the zeros of its density


Author: Timothy C. Wallstrom
Journal: Proc. Amer. Math. Soc. 108 (1990), 839-843
MSC: Primary 60J60
MathSciNet review: 1004425
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Abstract: Since the drift coefficients of a finite-energy diffusion are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In this paper it is shown that if the drift is locally a gradient and smooth on the complement of the nodes, and if the density is smooth, then the closest approach to the nodes can be bounded solely in terms of the time-integrated energy.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9939-1990-1004425-9
PII: S 0002-9939(1990)1004425-9
Keywords: Finite-energy diffusions, singular diffusions, nodes, stochastic mechanics
Article copyright: © Copyright 1990 American Mathematical Society