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

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

2003-03-20

arxiv.org/abs/math/0303257v1

Mathematics

Probability

3 pages

Scientific paper

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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