Domain functionals and exit times for Brownian motion

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

zbMATH Keywords

Brownian motionboundary value problemsexit timedomain functionalsdomain variations

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (1)

Existence and Symmetry results for some overdetermined free boundary problems

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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