The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes

DOI10.1016/j.spl.2004.08.011zbMath1067.60076MaRDI QIDQ1767766

Bo Li, Lu-qin Liu

Publication date: 8 March 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.08.011

zbMATH Keywords

Moment; Last exit time

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J60: Diffusion processes

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