Abstract
Let D D be a smoothly bounded domain in Euclidean space and let X t X_{t} 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 D of a particle driven by X t , X_{t}, where the average is taken over all starting points in D . D.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
