Limit theorems for rarefaction of set of diffusion processes by boundaries

Anielllo Fedullo, Vitalii A. Gasanenko

Published 2004-07-23, updated 2005-10-05Version 2

This paper is devoted to the study of the following problem. We have set of diffusion processes with absorption on boundaries in some region at initial time $t=0$. It is required to estimate of number of the unabsorbed processes for the fixed time ~$\tau>0$. The number of initial processes is considered as function of $\tau$ and $\tau\to\infty$.