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An estimate on the distribution and moments of the last exit time of an elliptic diffusion process - MaRDI portal

An estimate on the distribution and moments of the last exit time of an elliptic diffusion process

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Publication:2426776

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DOI10.1016/S0252-9602(06)60090-8zbMath1137.60336MaRDI QIDQ2426776

Bo Li, Lu-qin Liu

Publication date: 14 May 2008

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

distribution diffusion process moment transience last exit time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

Moments and distributions of the last exit times for a class of Markov processes

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