Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds (Q5959342)
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scientific article; zbMATH DE number 1723363
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English | Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds |
scientific article; zbMATH DE number 1723363 |
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Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds (English)
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26 March 2002
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Let \textbf{M} be a constant curvature space form and \textbf{X} be the Brownian motion on \textbf{M}. The author shows, roughly, that among smoothly bounded domains with compact closure and fixed volume, geodesic balls maximize the exit time moments of \textbf{X} as well as their corresponding averages. Similar results hold for complete Riemannian manifolds which admit an isoperimetric condition.
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boundary value problems
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diffusions
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exit times
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isoperimetric conditions
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