On the dependence of the first exit times on the fluctuations of the domain boundary
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Authors
Dokuchaev, Nikolai
Date
2015Type
Journal Article
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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.
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
Department
Department of Mathematics and Statistics
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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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