On first exit times for homogeneous diffusion processes
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
It is given an effective upper estimate of expectation of |T_1-T_2|, where T_1 and T_2 are the first exit times from a region for two vector diffusion processes.
Keywords
Cite
@article{arxiv.math/0102099,
title = {On first exit times for homogeneous diffusion processes},
author = {N. Dokuchaev},
journal= {arXiv preprint arXiv:math/0102099},
year = {2007}
}
Comments
2 pages