Exit time moments, boundary value problems, and the geometry of domains in Euclidean space

K. K.J. Kinateder, Patrick McDonald, David Miller

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)469-487
Number of pages19
JournalProbability Theory and Related Fields
Volume111
Issue number4
DOIs
StatePublished - Aug 1998

ASJC Scopus Subject Areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Boundary value problems
  • Diffusion
  • Exit times
  • Variational calculus

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