Translator Disclaimer
2015 On the dependence of the first exit times on the fluctuations of the domain boundary
Nikolai Dokuchaev
Author Affiliations +
Electron. Commun. Probab. 20: 1-3 (2015). DOI: 10.1214/ECP.v20-4531

Abstract

The paper studies first exit times from domains for diffusion processes and their dependence on variations of the boundary. We establish some robustness of the first exit times with respect to the fluctuations of the boundary. More precisely, we present an estimate of the $L_1$-distance between exit times from two regions via expectations of exit times.

Citation

Download Citation

Nikolai Dokuchaev. "On the dependence of the first exit times on the fluctuations of the domain boundary." Electron. Commun. Probab. 20 1 - 3, 2015. https://doi.org/10.1214/ECP.v20-4531

Information

Accepted: 2 November 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60279
MathSciNet: MR3434197
Digital Object Identifier: 10.1214/ECP.v20-4531

Subjects:
Primary: 60G40
Secondary: 60G17, 60J50, 60J60

JOURNAL ARTICLE
3 PAGES


SHARE
Back to Top