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

doi:10.1016/S0252-9602(06)60090-8

Acta mathematica scientia,Series B

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

Li Bo; Liu Luqin

School of Mathematics and Statistics, Huazhong Normal University, Wuhan 430079, ChinaSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received:2004-08-14 Revised:1900-01-01 Online:2006-10-20 Published:2006-10-20
Contact: Li Bo

Abstract

CLC Number:

60J25

Li Bo; Liu Luqin. AN ESTIMATE ON THE DISTRIBUTION AND MOMENTS OF THE LAST EXIT TIME OF AN ELLIPTIC DIFFUSION PROCESS[J].Acta mathematica scientia,Series B, 2006, 26(4): 639-645.

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

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