Domain functionals and exit times for Brownian motion
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Publication:2759033
DOI10.1090/S0002-9939-01-06112-3zbMath0981.60079OpenAlexW1487422115MaRDI QIDQ2759033
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Publication date: 10 December 2001
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-01-06112-3
Optimality conditions for problems involving partial differential equations (49K20) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)
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Cites Work
- Optimization of elastic bars in torsion
- Exit time moments, boundary value problems, and the geometry of domains in Euclidean space
- A symmetry problem in potential theory
- Convexity of domain functionals
- Differentiation with Respect to the Domain in Boundary Value Problems
- Brownian functionals on hypersurfaces in Euclidean space
- Hypersurfaces in $\mathbb {R}^d$ and the variance of exit times for Brownian motion
- Variational Formulas on Lipschitz Domains
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