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Particle motions in absorbing medium with hard and soft obstacles

Abstract:

We consider a particle evolving according to a Markov motion in an absorbing medium. We analyze the long term behavior of the time at which the particle is killed and the distribution of the particle conditional upon survival. Under given regularity conditions, these quantities are characterized by the limiting distribution and the Lyapunov exponent of a nonlinear Feynman-Kac operator. We propose to approximate numerically this distribution and this exponent based on various interacting parti...

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Publisher copy:
10.1081/SAP-200026444

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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Role:
Author
Journal:
Stochastic Analysis and Applications
Volume:
22
Issue:
5
Pages:
1751-1207
Publication date:
2004-09-05
DOI:
ISSN:
0736-2994
URN:
uuid:0be06fcb-e299-431d-bc17-b6201c7d6ca8
Source identifiers:
190654
Local pid:
pubs:190654
Language:
English

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