Random Motion on Simple Graphs |
| |
Authors: | Vassilis G. Papanicolaou Effie G. Papageorgiou Dimitris C. Lepipas |
| |
Affiliation: | 1. Department of Mathematics, National Technical University of Athens, 15780, Athens, Greece
|
| |
Abstract: | Consider a stochastic process that lives on n-semiaxes joined at the origin. On each ray it behaves as one dimensional Brownian Motion and at the origin it chooses a ray uniformly at random (Kirchhoff condition). The principal results are the computation of the exit probabilities and certain other probabilistic quantities regarding exit and occupation times. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |