The integrability and the tail distribution of the first exit time from unbounded domain of Brownian motions will be considered. They are characterized by the growth order of the first eigen values of the intersection of domains and sphere with radius $r$ and quasi-hyperbolic distance.
雑誌名
Journal of mathematical sciences, the University of Tokyo
巻
3
号
1
ページ
15 - 44
発行年
1996
ISSN
13405705
書誌レコードID
AA11021653
フォーマット
application/pdf
日本十進分類法
415
Mathematical Reviews Number
MR1414617
Mathmatical Subject Classification
58G32(MSC1991)
60J65(MSC1991)
出版者
Graduate School of Mathematical Sciences, The University of Tokyo
Notes on the integrability of exit times from unbounded domains of Brownian motion
jms030102.pdf
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