[期刊论文]

出版年：1989

Let X_t be a diffusion on ^D with a generator , where f is a probability density such that f> 0 on an open convex set D and vanishes outside. Then ∫_D 1/f = ∞ implies that X_t never leaves D. As an application we extend the asymptotics of Wiener integrals of Donsker—Varadhan from ¹ to ^D.

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