On multi-dimensional annealing problems
Published online by Cambridge University Press: 24 October 2008
Extract
In [1] Chan and Williams considered a one-dimensional diffusion of the form
where F is a strictly increasing continuous function with F(0) = 0 and ε is a decreasing deterministic function such that ε(0) is finite and ε(t) ↓ 0 as t↑ ∞, and gave necessary and sufficient conditions for Yt →0 a.s. as t→∞.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 105 , Issue 1 , January 1989 , pp. 177 - 184
- Copyright
- Copyright © Cambridge Philosophical Society 1989
References
REFERENCES
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