Domain Functionals and Exit Times for Brownian Motion

Authors

Chaocheng Huang, Wright State University - Main CampusFollow
David Miller, Wright State University - Main CampusFollow

Document Type

Article

Publication Date

2002

Abstract

Two domain functionals describing the averaged expectation of exit times and averaged variance of exit times of Brownian motion from a domain, respectively, are studied.

Comments

First published in Proceedings of the American Mathematical Society 130.3 (2002), published by the American Mathematical Society.

Repository Citation

Huang, C., & Miller, D. (2002). Domain Functionals and Exit Times for Brownian Motion. Proceedings of the American Mathematical Society, 130 (3), 825-831.
https://corescholar.libraries.wright.edu/math/49

DOI

10.1090/S0002-9939-01-06112-3