On multi-dimensional annealing problems
Terence Chan · Mathematical Proceedings of the Cambridge Philosophical Society · 1989
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→∞.