摘要
Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x（L^κB） 〈∞ is proved.
Let Ls be the last exit time from a compact set B of an elliptic diffusion process X. A moderate estimate for the distribution of Ls is obtained, and the sufficient and necessary condition for E^x（L^κB） 〈∞ is proved.
基金
Research supported in part by Tianyuan Fund ofr Mathematics of NSFC (10526021)
A Grant from Ministry of Education
