On first exit times for homogeneous diffusion processes

Details On first exit times for homogeneous diffusion processes On first exit times for homogeneous diffusion processes

2001-02-13

arxiv.org/abs/math/0102099v1

Theory of Probability and Its Application, 1987, v.31, No 3, pp.497-498

Mathematics

Probability

2 pages

Scientific paper

It is given an effective upper estimate of expectation of |T_1-T_2|, where
T_1 and T_2 are the first exit times from a region for two vector diffusion
processes.

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