| Full text | |
| Author(s): |
Logachov, A.
;
Logachova, O.
;
Pechersky, E.
;
Presman, E.
;
Yambartsev, A.
Total Authors: 5
|
| Document type: | Journal article |
| Source: | Markov Processes and Related Fields; v. 29, n. 4, p. 165-pg., 2023-01-01. |
| Abstract | |
The symmetric birth and death stochastic process on the non -negative integers x is an element of Z+ with polynomial rates x alpha, alpha is an element of [1, 2], x =6 0, is studied. The process moves slowly and spends more time in the neighborhood of the state 0. We prove the convergence of the scaled process to a solution of stochastic differential equation without drift. Sticking phenomenon appears at the limiting process: trajectories, starting from any state, take finite time to reach 0 and remain there indefinitely. (AU) | |
| FAPESP's process: | 17/10555-0 - Stochastic modeling of interacting systems |
| Grantee: | Fabio Prates Machado |
| Support Opportunities: | Research Projects - Thematic Grants |