Exit Times of Diffusions with Incompressible Drift

DOI10.1137/090776895zbMath1387.35493arXiv0911.2294OpenAlexW2963890864MaRDI QIDQ5198421

Andrej Zlatoš, Leonid Ryzhik, Gautam Iyer, Alexei Novikov

Publication date: 8 August 2011

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.2294

zbMATH Keywords

convection-diffusion equationexpected exit time

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Boundary value problems for second-order elliptic equations (35J25) PDEs in connection with fluid mechanics (35Q35) Diffusion (76R50) Nonlinear elliptic equations (35J60) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

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