Authors
Citation
H. Airault et al., Smoothness of stopping times of diffusion processes, J MATH P A, 78(10), 1999, pp. 1069-1091
Citations number
18
Categorie Soggetti
Mathematics
Journal title
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES
ISSN journal
00217824
→ ACNP
Volume
78
Issue
10
Year of publication
1999
Pages
1069 - 1091
Database
ISI
SICI code
0021-7824(199912)78:10<1069:SOSTOD>2.0.ZU;2-H
Abstract
For an elliptic diffusion process, we prove that the exit time from an open
set is in the fractional Sobolev spaces E-alpha(p) (or D-alpha(p)) provide
d that p alpha < 1. The result is almost optimal. (C) Elsevier, Paris.