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Exit-Problem for a Class of Non-Markov Processes With Path Dependency: Proof of the Main Theorem | HackerNoon

Given the results of Lemmas 3.2 and 3.5, we expect our process to spend most of its time near a with σ small enough.



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Exit-Problem for a Class of Non-Markov Processes With Path Dependency: Proof of the Main Theorem | HackerNoon

https://hackernoon.com/preview/AHjhkBc2KdFYkm7YTmTr

Given the results of Lemmas 3.2 and 3.5, we expect our process to spend most of its time near a with σ small enough.



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https://hackernoon.com/preview/AHjhkBc2KdFYkm7YTmTr

Exit-Problem for a Class of Non-Markov Processes With Path Dependency: Proof of the Main Theorem | HackerNoon

Given the results of Lemmas 3.2 and 3.5, we expect our process to spend most of its time near a with σ small enough.

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