Application of the Dual - Process Method to the Study of a Certain Singular Diffusion
نویسنده
چکیده
This paper should be regarded as a sequel to a paper by Holley, Stroock and the author. Its primary purpose is to provide further illustration of the application of the dual-process method. The main result is that if d > 2 and (9)}A. A necessary and sufficient condition for the associated Feller process to leave the singular point 0 is determined. This condition provides a criterion for uniqueness in law of a stochastic differential equation which is naturally associated with the process.
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تاریخ انتشار 2010