A short note on the mean exit time of the Brownian motion

DOI10.1142/S0219887817501730zbMath1386.60280OpenAlexW2742661426MaRDI QIDQ4599438

Maria Antonietta Farina, Lucio Cadeddu

Publication date: 2 January 2018

Published in: International Journal of Geometric Methods in Modern Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219887817501730

zbMATH Keywords

Brownian motioncritical pointsmean exit timeharmonic domains

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of differential geometry to physics (53Z05) Applications of global differential geometry to the sciences (53C80) Global Riemannian geometry, including pinching (53C20)

Cites Work

• Unnamed Item
• Exit time moments, boundary value problems, and the geometry of domains in Euclidean space
• Maximizing mean exit-time of the Brownian motion on Riemannian manifolds
• Variational principles for average exit time moments for diffusions in Euclidean space
• Torsional rigidity, principal frequency, electrostatic capacity and symmetrization
• Isoperimetric Inequalities in Mathematical Physics. (AM-27)
• Isoperimetric conditions, Poisson problems, and diffusions in Riemannian manifolds

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