Estimates for distances between first exit times via parabolic equations in unbounded cylinders (Q1881636)
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scientific article; zbMATH DE number 2106564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates for distances between first exit times via parabolic equations in unbounded cylinders |
scientific article; zbMATH DE number 2106564 |
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Estimates for distances between first exit times via parabolic equations in unbounded cylinders (English)
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5 October 2004
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First exit times and their dependence on variations of parameters for diffusion processes with non-stationary coefficients are studied. Estimates of \(L_p\)-distances and some other distances between two exit times are obtained. These estimates are based on some prior estimates for solutions of parabolic Kolmogorov's equations with infinite horizon with Cauchy conditions.
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diffusion processes
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first exit times
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parabolic Kolmogorov's equations
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