Estimates for distances between first exit times via parabolic equations in unbounded cylinders

DOI10.1007/s00440-004-0341-3zbMath1056.60030OpenAlexW2151169872MaRDI QIDQ1881636

Nikolai G. Dokuchaev

Publication date: 5 October 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0341-3

zbMATH Keywords

diffusion processesfirst exit timesparabolic Kolmogorov's equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Sample path properties (60G17) Boundary theory for Markov processes (60J50)

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