Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11020315 | Mathematics and Computers in Simulation | 2019 | 8 Pages |
Abstract
In this paper, we consider some related questions to last exit time of general Markov processes. An estimate for the distribution of the last exit time is derived. An equivalent characterization for the finiteness of the k-moments of the last exit time is obtained. Finally, some examples are provided to show the significance and usefulness of our results.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Wei Hu, Quanxin Zhu, Yi Lu,