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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.03129 |
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Table of Contents:
- We study exit times from time-dependent domains under joint perturbations of the trajectory and the domain. Representing a moving domain by a continuous barrier $Φ$ on space-time, we reduce the exit problem to a one-dimensional first-passage problem for the scalarised path $y(t) := Φ(t,x(t))$. Our first main result is a deterministic continuity theorem: the exit-time functional is continuous, under local Skorokhod $J_1$ convergence of the path and local uniform convergence of the barrier, at every configuration satisfying an explicit non-tangency condition (NT). We show that NT is sharp in the sense that it characterises the continuity set of the functional. As a direct consequence, weak convergence of exit times follows from joint weak convergence of paths and barriers whenever the limiting pair satisfies NT almost surely; no independence or structural restrictions between trajectory and domain are required. Our second main result is a functional limit theorem: the exit-time profile $u\mapstoτ(u)$, viewed as a càdlàg function of the barrier level, converges in the Skorokhod $M_1$ topology under the same hypotheses, with a concrete example showing that $J_1$ convergence can fail. Concrete verification routes for NT are provided, including a non-characteristic/Itô criterion for diffusions, and the full framework is illustrated through a worked Donsker-type example.