Regularity of stopping times of diffusion processes in Besov spaces

Xicheng Zhang. "Regularity of stopping times of diffusion processes in Besov spaces." Studia Mathematica 151.1 (2002): 23-29. <http://eudml.org/doc/284767>.

@article{XichengZhang2002,
abstract = {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 < ∞.},
author = {Xicheng Zhang},
journal = {Studia Mathematica},
keywords = {stopping times; Besov spaces},
language = {eng},
number = {1},
pages = {23-29},
title = {Regularity of stopping times of diffusion processes in Besov spaces},
url = {http://eudml.org/doc/284767},
volume = {151},
year = {2002},
}

TY - JOUR
AU - Xicheng Zhang
TI - Regularity of stopping times of diffusion processes in Besov spaces
JO - Studia Mathematica
PY - 2002
VL - 151
IS - 1
SP - 23
EP - 29
AB - 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 < ∞.
LA - eng
KW - stopping times; Besov spaces
UR - http://eudml.org/doc/284767
ER -