AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

来源 :数学物理学报（英文版） | 被引量 : 0次 | 上传用户：ling401

【摘要】

：

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 suffic

【作者】

：

Li Bo Liu Luqin

【机构】

：

School of Mathematics and Statistics

【出处】

：

数学物理学报（英文版）

【发表日期】

：

2004年期

【关键词】

：

Last exit time moment transience distribution diffusion process

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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 (LkB) ＜∞ is proved.

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AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS

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