Hypersurfaces in \mathbb {R}^d and the variance of exit times for Brownian motion

DOI10.1090/S0002-9939-97-03925-7MaRDI QIDQ4372293zbMATH OpenFDO

Authors Kimberly K. J. Kinateder, Patrick McDonald

Publication date 11 December 1997

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9939-97-03925-7

zbMATH Keywords

critical pointsfirst exit time for Brownian motionfree boundary problemsvariational calculus

Mathematics Subject Classification ID

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

Recommendations

• Brownian functionals on hypersurfaces in Euclidean space
• Domain functionals and exit times for Brownian motion
• A short note on the mean exit time of the Brownian motion
• Mean exit time from convex hypersurfaces

Cites work

• A symmetry problem from probability
• A symmetry problem in potential theory
• Brownian functionals on hypersurfaces in Euclidean space
• Convexity of domain functionals
• scientific article; zbMATH DE number 3680356 (Why is no real title available?)
• Symmetric Decreasing Rearrangement Is Sometimes Continuous
• Symmetry and related properties via the maximum principle

Cited in

(7)

• Brownian exit distributions from normal balls in \(S^ 3\times{}H^ 3\)
• Stochastic motion of mean curvature
• Domain functionals and exit times for Brownian motion
• Brownian functionals on hypersurfaces in Euclidean space
• A symmetry problem from probability
• Mean exit time from convex hypersurfaces
• Existence and Symmetry results for some overdetermined free boundary problems

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