Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

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

    229706_229706.pdf (190.9Kb)
    Access Status
    Open access
    Authors
    Dokuchaev, Nikolai
    Date
    2015
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Dokuchaev, N. 2015. On the dependence of the first exit times on the fluctuations of the domain boundary. Electronic Communications in Probability. 20 (80): pp. 1-3.
    Source Title
    Electronic Communications in Probability
    DOI
    10.1214/ECP.v20-4531
    ISSN
    1083-589X
    School
    Department of Mathematics and Statistics
    Funding and Sponsorship
    http://purl.org/au-research/grants/arc/DP120100928
    Remarks

    This open access article is distributed under the Creative Commons license http://creativecommons.org/licenses/by/3.0/

    URI
    http://hdl.handle.net/20.500.11937/31872
    Collection
    • Curtin Research Publications
    Abstract

    The paper studies first exit times from domains for diffusion processes and their dependence on variations of the boundary. We establish some robustness of the first exit times with respect to the fluctuations of the boundary. More precisely, we present an estimate of the L_1-distance between exit times from two regions via expectations of exit times.

    Related items

    Showing items related by title, author, creator and subject.

    • Entries and exits from homelessness: A dynamic analysis of the relationship between structural conditions and individual characteristics
      Johnson, G.; Scutella, R.; Tseng, Y.; Wood, Gavin; Guy, J.; Rosanna, S.; Yi-Ping, T.; Gavin, W. (2015)
      This report examines the relationship between structural factors, individual characteristics and homelessness. Our interest in the interaction of structural conditions and individual characteristics gives rise to two ...
    • Climate change variability adaptation and farmers decisions of farm exit and survival in Pakistan
      Irshad Ahmad, M.; Ma, H.; Shen, Q.; Rehman, A.; Oxley, Leslie (2024)
      Pakistan is listed among the countries that are extremely vulnerable to climate changes and it has experienced several climatic and natural disaster shocks with adverse impacts on its agricultural sector and farmers ...
    • Representation of functionals of Ito processes and their first exit times
      Dokuchaev, Nikolai (2011)
      The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.