An estimate on the distribution and moments of the last exit time of an elliptic diffusion process

作者：Li Bo^*; Liu Luqin

来源：Acta Mathematica Scientia, 2006, 26(4): 639-645.

DOI：10.1016/S0252-9602(06)60090-8

• last exit time
• moment
• transience
• distribution
• diffusion process

Let L-B be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of L-B is obtained, and the sufficient and necessary condition for E-x(L-B(k)) < infinity is proved.

• 出版日期2006-10
• 单位武汉大学; 华中师范大学