http://swrc.ontoware.org/ontology#UnrefereedArticle
Notes on the integrability of exit times from unbounded domains of Brownian motion
en
Atsuji Atsushi
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.
Journal of mathematical sciences, the University of Tokyo
3
1
15-44
1996
13405705
AA11021653
application/pdf
415
Graduate School of Mathematical Sciences, The University of Tokyo