The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
Abstractln this paper, we give a characterization of equilibrium potentials for elliptic diffusion processes, and use this result to prove a moderate estimate for the distribution of last exit times and the sufficient and necessary condition for the existence of the k-moments of the last exit times.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 70 (2004)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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