On the dependence of the first exit times on the fluctuations of the domain boundary
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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.
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This open access article is distributed under the Creative Commons license http://creativecommons.org/licenses/by/3.0/
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