Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

DOI10.1007/S004400050174zbMath0911.60073OpenAlexW2077862546MaRDI QIDQ1266882

K. Appert

Publication date: 13 October 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050174

zbMATH Keywords

diffusionvariational calculusboundary value problemsexit times

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (16)

Brownian-time processes: The PDE connection and the half-derivative generator ⋮ Dirichlet spectrum and heat content ⋮ Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms ⋮ Diffusions, exit time moments and Weierstrass theorems ⋮ Torsional rigidity, isospectrality and quantum graphs ⋮ First Dirichlet eigenvalue and exit time moment spectra comparisons ⋮ A short note on the mean exit time of the Brownian motion ⋮ Talenti's comparison theorem for Poisson equation and applications on Riemannian manifold with nonnegative Ricci curvature ⋮ Comparison results, exit time moments, and eigenvalues on Riemannian manifolds with a lower Ricci curvature bound ⋮ Comparison of exit moment spectra for extrinsic metric balls ⋮ Second-order optimality conditions for constrained domain optimization ⋮ Domain functionals and exit times for Brownian motion ⋮ Variations of constrained domain functionals associated with boundary-value problems ⋮ On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains ⋮ Diffusions on graphs, Poisson problems and spectral geometry

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