Asymptotics for the expected lifetime of Brownian motion on thin domains in \(\mathbb R^n\)

DOI10.1007/s10959-011-0363-6zbMath1296.60220arXiv0909.5516OpenAlexW2082433805MaRDI QIDQ742113

Pedro Freitas, Denis I. Borisov

Publication date: 18 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.5516

zbMATH Keywords

torsionasymptotic expansionexit timebrownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Related Items (5)

Uniform Level Set Estimates for Ground State Eigenfunctions ⋮ Some inequalities involving perimeter and torsional rigidity ⋮ On functionals involving the torsional rigidity related to some classes of nonlinear operators ⋮ On relations between principal eigenvalue and torsional rigidity ⋮ Inequalities between torsional rigidity and principal eigenvalue of the \(p\)-Laplacian

Cites Work

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• Singular asymptotic expansions for Dirichlet eigenvalues and eigenfunctions of the Laplacian on thin planar domains
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• Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
• Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
• Exit times from equilateral triangles
• Linear and quasilinear elliptic equations
• Torsional Rigidity and Expected Lifetime of Brownian Motion
• Asymptotics of the solution to the Neumann problem in a thin domain with sharp edge
• Brownian Motion

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