Carmona, Rene; Klein, Abel Exponential moments for hitting times of uniformly ergodic Markov processes. (English) Zbl 0523.60064 Ann. Probab. 11, 648-655 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 12 Documents MSC: 60J25 Continuous-time Markov processes on general state spaces 60J60 Diffusion processes Keywords:moment generating function; hitting time; uniformly ergodic Markov process; infinite dimensional Ornstein-Uhlenbeck process Citations:Zbl 0471.60083 PDF BibTeX XML Cite \textit{R. Carmona} and \textit{A. Klein}, Ann. Probab. 11, 648--655 (1983; Zbl 0523.60064) Full Text: DOI OpenURL