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The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes

✍ Scribed by Bo Li; Luqin Liu


Book ID
108267206
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
245 KB
Volume
70
Category
Article
ISSN
0167-7152

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On asymptotic independence of the exit m
✍ Vitalii A. Gasanenko πŸ“‚ Article πŸ“… 2003 πŸ› SP Versita 🌐 English βš– 214 KB

## Abstract If ΞΎ(t) is the solution of homogeneous SDE in R m, and T βˆƒ is the first exit moment of the process from a small domain D βˆƒ, then the total expansion for the following functional showing independence of the exit time and exit place is $$Eexp( - \lambda T\_\varepsilon )f(\frac{{\xi (T\_\v