On L1-distance between first exit times from two regions
Nikolai Dokuchaev
Abstract
First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of L1-distance between exit times from two regions via expectations of exit times.
Create a lesson
Related papers
Closed-form evaluation of the cumulative distribution function and absolute moments of the variance-gamma distribution
Robert E. Gaunt, Heather L. Sutcliffe
Dudley-type bound for stationary Bernoulli processes
W. Bednorz, R. Martynek, R. Meller
Poincaré inequalities, logarithmic growth and doubling
Joaquim Martin
Axioms and internal rigidity of spectral duality structures
Juan Antonio Vega Coso
D-Pullback Measure Attractors of McKean-Vlasov Stochastic Lattice Wave Equations
Huixia Wen, Ji Shu, Gang He
Large deviation principles for 2D stochastic g-Navier--Stokes equations on unbounded channel-like domains
Gang He, Ji Shu, Huixia Wen et al.