Geodesic
Regularity of stopping times of diffusion processes in Besov spaces
Xicheng Zhang1
1 Department of Mathematics Huazhong University of Science and Technology Wuhan, Hubei 430074, P.R. China and Grupo de Fisica-Matematica Universidade de Lisboa Av. Prof. Gama Pinto, 2 1649-003 Lisboa, Portugal
Studia Mathematica, Tome 151 (2002) no. 1, pp. 23-29

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We prove that the exit times of diffusion processes from a bounded open set ${\mit \Omega } $ almost surely belong to the Besov space $B^{\alpha }_{p,q}({\mit \Omega } )$ provided that $p\alpha \! \! 1$ and $1 \leq q\! \infty $.
DOI : 10.4064/sm151-1-2
Keywords: prove exit times diffusion processes bounded set mit omega almost surely belong besov space alpha mit omega provided alpha leq infty

Xicheng Zhang 1

1 Department of Mathematics Huazhong University of Science and Technology Wuhan, Hubei 430074, P.R. China and Grupo de Fisica-Matematica Universidade de Lisboa Av. Prof. Gama Pinto, 2 1649-003 Lisboa, Portugal 
@article{10_4064_sm151_1_2,
     author = {Xicheng Zhang},
     title = {Regularity of stopping times of
  diffusion processes in {Besov} spaces},
     journal = {Studia Mathematica},
     pages = {23--29},
     publisher = {mathdoc},
     volume = {151},
     number = {1},
     year = {2002},
     doi = {10.4064/sm151-1-2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/sm151-1-2/}
}
TY  - JOUR
AU  - Xicheng Zhang
TI  - Regularity of stopping times of
  diffusion processes in Besov spaces
JO  - Studia Mathematica
PY  - 2002
SP  - 23
EP  - 29
VL  - 151
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/sm151-1-2/
DO  - 10.4064/sm151-1-2
LA  - en
ID  - 10_4064_sm151_1_2
ER  - 
%0 Journal Article
%A Xicheng Zhang
%T Regularity of stopping times of
  diffusion processes in Besov spaces
%J Studia Mathematica
%D 2002
%P 23-29
%V 151
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/sm151-1-2/
%R 10.4064/sm151-1-2
%G en
%F 10_4064_sm151_1_2
Xicheng Zhang. Regularity of stopping times of
  diffusion processes in Besov spaces. Studia Mathematica, Tome 151 (2002) no. 1, pp. 23-29. doi: 10.4064/sm151-1-2

Cité par Sources :