On the dependence of the first exit times on the fluctuations of the domain boundary

DOI10.1214/ECP.V20-4531MaRDI QIDQ894508zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 1 December 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ECP.V20-4531

zbMATH Keywords

diffusion processesfirst exit timesvariable boundaries

Mathematics Subject Classification ID

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

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Cited in

(2)

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