Regularity of stopping times of diffusion processes in Besov spaces
Xicheng Zhang
Studia Mathematica, Tome 151 (2002), p. 23-29 / Harvested from The Polish Digital Mathematics Library
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We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space Bp,qα(Ω) provided that pα < 1 and 1 ≤ q < ∞.

Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:284767 
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     title = {Regularity of stopping times of diffusion processes in Besov spaces},
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     volume = {151},
     year = {2002},
     pages = {23-29},
     zbl = {0999.60049},
     language = {en},
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Xicheng Zhang. Regularity of stopping times of diffusion processes in Besov spaces. Studia Mathematica, Tome 151 (2002) pp. 23-29. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm151-1-2/