Limit theorems for number of diffusion processes which did not absorb by boundaries

Aniello Fedullo, Vitalii A. Gasanenko

Published 2005-09-25Version 1

We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to estimate of number of the unabsorbed processes for the fixed time \~$\tau>0$. The Poisson random measure depends on $\tau$ and $\tau\to\infty$.