On $L_1$-distance between first exit times from two regions

Nikolai Dokuchaev

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On $L_1$-distance between first exit times from two regions

Nikolai Dokuchaev

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Abstract

First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of $L_1$-distance between exit times from two regions via expectations of exit times.

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Nikolai Dokuchaev. 2003-03-20. On $L_1$-distance between first exit times from two regions. https://arxiv.org/abs/math/0303257

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