In the context of ASP.NET, the application is when the web server starts. Actually, it is when the first request to your website arrives. All sessions are running in the same application until the website is taken off line (IIS is stopped for example) What you probably need to look for is the Session start and end events in the global.asax.cs file. However, they won't fire immediately when the user navigates away from your page - there will be a session timeout and the session won't end until it times out.
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