On the dependence of the first exit times on the fluctuations of the domain boundary

DOI10.1214/ECP.V20-4531zbMath1329.60279MaRDI QIDQ894508

Nikolai G. Dokuchaev

Publication date: 1 December 2015

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

diffusion processesfirst exit timesvariable boundaries

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Sample path properties (60G17) Boundary theory for Markov processes (60J50)

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