On the dependence of the first exit times on the fluctuations of the domain boundary
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...
| Main Author: | |
|---|---|
| Format: | Journal Article |
| Published: |
Institute of Mathematical Statistics and the Bernoulli Society
2015
|
| Subjects: | |
| Online Access: | http://purl.org/au-research/grants/arc/DP120100928 http://hdl.handle.net/20.500.11937/31872 |