【摘 要】
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Consider a reflecting diffusion in a domain in Rd that acquires drift in proportion to the amount of local time spent on the boundary of the domain.We show
【机 构】
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UniversityofWashington
【出 处】
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IMS-China International Conference on Statistics and Probabi
论文部分内容阅读
Consider a reflecting diffusion in a domain in Rd that acquires drift in proportion to the amount of local time spent on the boundary of the domain.We show that the stationary distribution for the joint law of the position of the reflecting process and the value of the drift vector has a product form.Moreover, the first component is the symmetrizing measure on the domain for the reflecting diffusion without inert drift, and the second component has a Gaussian distribution.We also consider processes where the drift is given in terms of the gradient of a potential,.Joint work with R.Bass, K.Burdzy and M.Hairer.
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