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dc.contributor.authorDokuchaev, Nikolai
dc.date.accessioned2017-01-30T13:27:53Z
dc.date.available2017-01-30T13:27:53Z
dc.date.created2015-10-19T00:58:39Z
dc.date.issued2015
dc.identifier.citationDokuchaev, 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.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/31872
dc.identifier.doi10.1214/ECP.v20-4531
dc.description.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.

dc.publisherInstitute of Mathematical Statistics and the Bernoulli Society
dc.relation.sponsoredbyhttp://purl.org/au-research/grants/arc/DP120100928
dc.subjectdiffusion processes
dc.subjectfirst exit times
dc.subjectvariable boundaries
dc.titleOn the dependence of the first exit times on the fluctuations of the domain boundary
dc.typeJournal Article
dcterms.source.volumeTBA
dcterms.source.issn1083-589X
dcterms.source.titleElectronic Communications in Probability
curtin.note

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

curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusOpen access


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