Estimates for distances between first exit times via parabolic equations in unbounded cylinders (Q1881636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates for distances between first exit times via parabolic equations in unbounded cylinders |
scientific article |
Statements
Estimates for distances between first exit times via parabolic equations in unbounded cylinders (English)
0 references
5 October 2004
0 references
First exit times and their dependence on variations of parameters for diffusion processes with non-stationary coefficients are studied. Estimates of \(L_p\)-distances and some other distances between two exit times are obtained. These estimates are based on some prior estimates for solutions of parabolic Kolmogorov's equations with infinite horizon with Cauchy conditions.
0 references
diffusion processes
0 references
first exit times
0 references
parabolic Kolmogorov's equations
0 references
