|
|||||
|
|
Variational principles for average exit time moments for diffusions in Euclidean space |
|
| Authors: | Kimberly K J Kinateder Patrick McDonald |
| Institution: | Department of Mathematics, Wright State University, Dayton, Ohio 45435 Patrick McDonald ; Department of Mathematics, New College of the University of South Florida, Sarasota, Florida 34243 |
| Abstract: | Let  be a smoothly bounded domain in Euclidean space and let  be a diffusion in Euclidean space. For a class of diffusions, we develop variational principles which characterize the average of the moments of the exit time from  of a particle driven by  where the average is taken over all starting points in  |
| Keywords: | Diffusions exit times variational principles |
| 点击此处可从《Proceedings of the American Mathematical Society》浏览原始摘要信息 | |
| 点击此处可从《Proceedings of the American Mathematical Society》下载免费的PDF全文 | |