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| AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS | |
| 作者姓名： | 李波 刘禄勤 |
| 作者单位： | School of Mathematics and Statistics Huazhong Normal University Wuhan 430079，China School of Mathematics and Statistics，Wuhan University，Wuhan 430072，China，School of Mathematics and Statistics Wuhan University，Wuhan 430072，China |
| 基金项目： | Research supported in part by Tianyuan Fund ofr Mathematics of NSFC (10526021)，A Grant from Ministry of Education |
| 摘 要： | Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex(LBk)<∞is proved. |
| 关 键 词： | 力矩 短暂 分布 扩散进程 必要条件 |
| 收稿时间： | 2004-08-14 |
AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS |
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| Bo Li,Luqin Liu.AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS[J].Acta Mathematica Scientia,2006,26(4):639-645. | |
| Authors: | Bo Li Luqin Liu |
| Institution: | aSchool of Mathematics and Statistics, Huazhong Normal University, Wuhan 430079, China bSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China cSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
| Abstract: | Let LB be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of LB is obtained, and the sufficient and necessary condition for Ex (LkB) ＜∞ is proved. |
| Keywords: | Last exit time moment transience distribution diffusion process |
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