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

DOI10.1090/S0002-9939-97-03925-7zbMath0892.60085MaRDI QIDQ4372293

Kimberly K. J. Kinateder, Patrick McDonald

Publication date: 11 December 1997

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

zbMATH Keywords

variational calculuscritical pointsfree boundary problemsfirst exit time for Brownian motion

Mathematics Subject Classification ID

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

Related Items (3)

Existence and Symmetry results for some overdetermined free boundary problems ⋮ A symmetry problem from probability ⋮ Domain functionals and exit times for Brownian motion

Cites Work

• Unnamed Item
• Symmetry and related properties via the maximum principle
• A symmetry problem in potential theory
• Convexity of domain functionals
• Symmetric Decreasing Rearrangement Is Sometimes Continuous
• Brownian functionals on hypersurfaces in Euclidean space
• A symmetry problem from probability

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