Limit theorems for rarefaction of set of diffusion processes by boundaries

Abstract

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 $\tau \to \infty$.

11 pages