AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS  

作　　者：李波 刘禄勤 

机构地区：[1]School of Mathematics and Statistics Huazhong Normal University,Wuhan 430079,China School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China [2]School of Mathematics and Statistics Wuhan University,Wuhan 430072,China

出　　处：《Acta Mathematica Scientia》2006年第4期639-645,共7页数学物理学报（B辑英文版）

基　　金：Research supported in part by Tianyuan Fund ofr Mathematics of NSFC (10526021);A Grant from Ministry of Education

摘　　要：Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x（L^κB） 〈∞ is proved.Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x（L^κB） 〈∞ is proved.

关 键 词：Last exit time moment TRANSIENCE DISTRIBUTION diffusion process 

分 类 号：O175.25[理学—数学]