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On the Principle of not Feeling the Boundary for Diffusion Processes
Author(s) -
Hsu Elton P.
Publication year - 1995
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/jlms/51.2.373
Subject(s) - diffusion , logarithm , boundary (topology) , feeling , relation (database) , diffusion process , function (biology) , mathematical analysis , statistical physics , mathematics , physics , computer science , psychology , thermodynamics , innovation diffusion , social psychology , knowledge management , database , evolutionary biology , biology
We derive the principle of not feeling the boundary for the transition density function of a diffusion process from its basic short‐time logarithmic asymptotic relation. This allows us to extend this principle for more general diffusion processes.