Wenbo V. Li
University of Delaware
Title: The first exit time of some multidimensional Gaussian-Markov processes.

The first exit time is examined from the small deviation point of view. Connections and interplays between Markov processes and Gaussian processes are viewed through several examples. Several open problems are offered and they suggest the need to combine Markovian and Gaussian techniques together.
©2004, Department of Mathematical Sciences
Last Modified: September 24, 2004