Variational principles for average exit time moments for diffusions in Euclidean space (Q4252928)
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scientific article; zbMATH DE number 1307467
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| default for all languages | No label defined |
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| English | Variational principles for average exit time moments for diffusions in Euclidean space |
scientific article; zbMATH DE number 1307467 |
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Variational principles for average exit time moments for diffusions in Euclidean space (English)
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23 June 1999
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diffusion
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exit time
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Dynkin's formula
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0.7682250142097473
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0.7259494066238403
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0.7237891554832458
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