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

DOI10.1214/ECP.V20-4531zbMATH Open1329.60279MaRDI QIDQ894508FDOQ894508

Authors: Nikolai Dokuchaev 

Publication date: 1 December 2015

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

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zbMATH Keywords

first exit timesdiffusion processesvariable boundaries

Mathematics Subject Classification ID

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

Cited In (2)

• Estimates for distances between first exit times via parabolic equations in unbounded cylinders
• Title not available (Why is that?)

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