On the Asymptotic Behavior of the Time of First Exit from a Region

DOI10.1137/1120017zbMath0364.60098OpenAlexW2091541108MaRDI QIDQ4139430

Jürgen Gärtner

Publication date: 1975

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1120017

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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