On $L_1$-distance between first exit times from two regions

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First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of $L_1$-distance between exit times from two regions via expectations of exit times.
3 pages

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Probability, Analysis of PDEs, 60G17, 60G40, 60J50, 60J60, 60J65

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http://salesiana.dossiersoluciones.com/handle/123456789/66849

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0303257
 http://arxiv.org/abs/math/0303257

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arXiv