Variational principles for average exit time moments for diffusions in Euclidean space

DOI10.1090/S0002-9939-99-04843-1zbMath0924.60066OpenAlexW1711590602MaRDI QIDQ4252928

Patrick McDonald, Kimberly K. J. Kinateder

Publication date: 23 June 1999

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

Full work available at URL: https://doi.org/10.1090/s0002-9939-99-04843-1

zbMATH Keywords

diffusionexit timeDynkin's formula

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (8)

Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms ⋮ First Dirichlet eigenvalue and exit time moment spectra comparisons ⋮ A short note on the mean exit time of the Brownian motion ⋮ Comparison of exit moment spectra for extrinsic metric balls ⋮ Variational principles of hitting times for non-reversible Markov chains ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains ⋮ Diffusions on graphs, Poisson problems and spectral geometry

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