N. Dokuchaev

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math.PR2003

On $L_{1}$ -distance between first exit times from two regions

Nikolai Dokuchaev

First exit times from regions and their dependence on variations of boundaries are discussed for diffusion processes. The paper presents an estimate of $L_{1}$ -distance between exit…

math.PR2000

A new property of absorbed diffusions

Nikolai Dokuchaev

We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of th…

On L1​-distance between first exit times from two regions

A new property of absorbed diffusions

On $L_{1}$ -distance between first exit times from two regions