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Mean exit time from convex hypersurfaces
Author(s):
Vicente
Palmer
Journal:
Proc. Amer. Math. Soc.
126
(1998),
2089-2094.
MSC (1991):
Primary 53C21, 58G32
MathSciNet review:
1443163
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Abstract:
L. Karp and M. Pinsky proved that, for small radius , the mean exit time function of an extrinsic -ball in a hypersurface is bounded from below by the corresponding function defined on an extrinsic -ball in . A counterexample given by C. Mueller proves that this inequality doesn't holds in the large. In this paper we show that, if is convex, then the inequality holds for all radii. Moreover, we characterize the equality and show that analogous results are true in the sphere.
References:
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Additional Information:
Vicente
Palmer
Affiliation:
Departament de Matematiques, Universitat Jaume I, Castello, Spain
Email:
palmer@mat.uji.es
DOI:
10.1090/S0002-9939-98-04202-6
PII:
S 0002-9939(98)04202-6
Keywords:
Brownian motion,
mean exit time,
convex hypersurface,
extrinsic ball
Received by editor(s):
August 6, 1996
Received by editor(s) in revised form:
December 10, 1996
Additional Notes:
Work partially supported by a DGICYT Grant No. PB94-0972
Communicated by:
Peter Li
Copyright of article:
Copyright
1998,
American Mathematical Society
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