| 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
