Regularity of stopping times of diffusion processes in Besov spaces

• Autorzy: Xicheng Zhang
• Języki publikacji: EN

Abstrakty

EN

We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space $B^{α}_{p,q}(Ω)$ provided that pα < 1 and 1 ≤ q < ∞.

Kategorie tematyczne

• 60G05: Foundations of stochastic processes
• 46E35: Sobolev spaces and other spaces of ``smooth'' functions, embedding theorems, trace theorems
• 60H07: Stochastic calculus of variations and the Malliavin calculus

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2002
• Tom: 151
• Numer: 1
• Strony: 23-29

Daty

wydano

2002

Twórcy

autor

Xicheng Zhang

• Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, P.R. China
• Grupo de Fisica-Matematica, Universidade de Lisboa, Av. Prof. Gama Pinto, 2, 1649-003 Lisboa, Portugal

Identyfikatory

DOI

10.4064/sm151-1-2