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.

Comments

First published in Proceedings of the American Mathematical Society 127.9 (1999), published by the American Mathematical Society.

DOI

10.1090/S0002-9939-99-04843-1