An estimate on the distribution and moments of the last exit time of an elliptic diffusion process (Q2426776)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimate on the distribution and moments of the last exit time of an elliptic diffusion process |
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An estimate on the distribution and moments of the last exit time of an elliptic diffusion process (English)
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14 May 2008
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Let \(L_B\) be the last exit time from a compact set \(B\) of an elliptic diffusion process \(X\). A moderate estimate for the distribution of \(L_B\) is obtained, and the sufficient and necessary condition for \(E^x(L_B^k)<\infty\) is proved.
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last exit time
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moment
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transience
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distribution
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diffusion process
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