Domain Functionals and Exit Times for Brownian Motion

Chaocheng Huang; David Miller

doi:10.1090/S0002-9939-01-06112-3

Domain Functionals and Exit Times for Brownian Motion

Chaocheng Huang, David Miller

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

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.

Original language	American English
Journal	Proceedings of the American Mathematical Society
Volume	130
DOIs	https://doi.org/10.1090/S0002-9939-01-06112-3
State	Published - Jan 1 2002

Keywords

boundary value problems
Brownian motion
exit time
domain functionals
domain variations

Disciplines

Applied Mathematics
Applied Statistics
Mathematics

Access to Document

10.1090/S0002-9939-01-06112-3License: CC BY

Domain Functionals and Exit Times for Brownian MotionFinal published version, 154 KBLicense: CC BY

Cite this

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title = "Domain Functionals and Exit Times for Brownian Motion",

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.",

keywords = "boundary value problems, Brownian motion, exit time, domain functionals, domain variations",

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doi = "10.1090/S0002-9939-01-06112-3",

language = "American English",

volume = "130",

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AB - 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.

KW - boundary value problems

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KW - exit time

KW - domain functionals

KW - domain variations

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VL - 130

JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

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Domain Functionals and Exit Times for Brownian Motion

Abstract

Keywords

Disciplines

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