Notes on the integrability of exit times from unbounded domains of Brownian motion

スポンサーリンク

概要

• 論文の詳細を見る

• 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.

• 東京大学の論文
• 1996-00-00

著者

• Atsuji A

  Osaka Univ. Osaka Jpn

• Atsuji Atsushi

  Department Of Mathematical Sciences University Of Tokyo

関連論文

• A Remark on a Limiting Behaviour of the Occupation Times on Unbounded Domains of Brownian Motion
• On the growth of meromorphic functions on the unit disc and conformal martingales
• Notes on the integrability of exit times from unbounded domains of Brownian motion

スポンサーリンク