WANG Yingzhe, ZHENG Jiasen, HAO Yifei. Return time moment of time-homogeneous and null-recurrent one-dimension diffusion with reflection boundary[J]. Journal of Beijing Normal University(Natural Science), 2024, 60(4): 461-467. DOI: 10.12202/j.0476-0301.2024017
Citation: WANG Yingzhe, ZHENG Jiasen, HAO Yifei. Return time moment of time-homogeneous and null-recurrent one-dimension diffusion with reflection boundary[J]. Journal of Beijing Normal University(Natural Science), 2024, 60(4): 461-467. DOI: 10.12202/j.0476-0301.2024017

Return time moment of time-homogeneous and null-recurrent one-dimension diffusion with reflection boundary

  • This work aims to study moment of return time of time-homogeneous and null-recurrent one-dimension diffusion on 0,\infty ) with reflection boundary, to solve estimation of approximate solution of differential equation with reflection boundary satisfied by the Laplace transform in return time. Asymptotic estimation of probability distribution in return time is obtained using Tauberian lemma. When \gamma -moment is finite the range of order \gamma is calculated.
  • loading

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return
    Baidu
    map