Estimates for distances between first exit times via parabolic equations in unbounded cylinders
成果类型：
Article
署名作者：
Dokuchaev, N
署名单位：
University of Limerick
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-004-0341-3
发表日期：
2004
页码：
290-314
关键词：
摘要：
First exit times and their dependence on variations of parameters are studied for diffusion processes with non-stationary coefficients. Estimates of L-p-distances and some other distances between two exit times are obtained. These estimates are based on some new prior estimates for solutions of parabolic Kolmogorov's equations with infinite horizon without Cauchy conditions.