On the Time of First Exit from a Domain

DOI10.1137/1123009zbMath0423.60061OpenAlexW2064716093MaRDI QIDQ3857527

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)

Related Items (1)

Remarks on elliptic singular perturbation problems

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