On the Time of First Exit from a Domain

DOI10.1137/1123009MaRDI QIDQ3857527zbMATH OpenOpenAlexFDO

Authors I. I. Tsitovich

Publication date 1978

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1123009

zbMATH Keywords

first exit timeprocess with small diffusion

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Cited in

(1)

• Remarks on elliptic singular perturbation problems

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