A system of Ito equations is considered in the unit disc. The circumference is assumed to be a stable invariant manifold with a finite number of stable equilibrium points. Under supplementary hypotheses it is proved that the solution converges to a limit and that the angle converges to a limit. This leads to a well-posed Dirichlet problem and to the determination of all L-harmonic functions for the infinitesimal operator of the process.
|Original language||English (US)|
|Number of pages||10|
|Journal||Math Program Study|
|State||Published - Jan 1 1976|
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