Document Type
Article
Publication Date
9-1999
Abstract
Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. For a class of diffusions, we develop variational principles which characterize the average of the moments of the exit time from D of a particle driven by Xt, where the average is taken overall starting points in D.
Repository Citation
Kinateder, K.,
& McDonald, P.
(1999). Variational Principles for Average Exit Time Moments for Diffusions in Euclidean Space. Proceedings of the American Mathematical Society, 127 (9), 2767-2772.
https://corescholar.libraries.wright.edu/math/1
DOI
10.1090/S0002-9939-99-04843-1
Comments
First published in Proceedings of the American Mathematical Society 127.9 (1999), published by the American Mathematical Society.