Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4664767 | Acta Mathematica Scientia | 2006 | 7 Pages |
Abstract
Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex(LBk) < ∞ is proved.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)