On $L_1$-distance between first exit times from two regions
Probability
2007-05-23 v1 Analysis of PDEs
Abstract
First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of -distance between exit times from two regions via expectations of exit times.
Keywords
Cite
@article{arxiv.math/0303257,
title = {On $L_1$-distance between first exit times from two regions},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:math/0303257},
year = {2007}
}
Comments
3 pages