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.
& 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.