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Exit times of diffusions

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 939))

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References

  1. D. L. Burkholder, Exit times of Brownian motion, harmonic majorization, and Hardy spaces, Adv. in Math. 53 (1977), 591–602.

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  2. D. L. Burkholder, Weak inequalities for exit times and analytic functions, Proc. Banach Math. Center, Warsaw, 1976.

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  3. P. R. Garabedian, Partial Differential Equations, John Wiley and Sons, New York London-Sydney, 1964.

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  4. A. M. Garsia, Martingale Inequalities: Seminar Notes on Recent Progress, W. A. Benjamin, Reading, Mass., 1973.

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Jia-Arng Chao Wojbor A. Woyczyński

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© 1982 Springer-Verlag

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Mueller, C. (1982). Exit times of diffusions. In: Chao, JA., Woyczyński, W.A. (eds) Martingale Theory in Harmonic Analysis and Banach Spaces. Lecture Notes in Mathematics, vol 939. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096262

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  • DOI: https://doi.org/10.1007/BFb0096262

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11569-4

  • Online ISBN: 978-3-540-39284-2

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