Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS

   
Mobile Device Pairing
Green Open Access
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Variational principles for average exit time moments for diffusions in Euclidean space


Authors: Kimberly K. J. Kinateder and Patrick McDonald
Journal: Proc. Amer. Math. Soc. 127 (1999), 2767-2772
MSC (1991): Primary 60J65, 58G32
Published electronically: April 15, 1999
MathSciNet review: 1600101
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: Let $D$ be a smoothly bounded domain in Euclidean space and let $X_{t}$ 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 $D$ of a particle driven by $X_{t},$ where the average is taken over all starting points in $D.$


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC (1991): 60J65, 58G32

Retrieve articles in all journals with MSC (1991): 60J65, 58G32


Additional Information

Kimberly K. J. Kinateder
Affiliation: Department of Mathematics, Wright State University, Dayton, Ohio 45435

Patrick McDonald
Affiliation: Department of Mathematics, New College of the University of South Florida, Sarasota, Florida 34243
Email: pmacdona@virtu.sar.usf.edu

DOI: http://dx.doi.org/10.1090/S0002-9939-99-04843-1
PII: S 0002-9939(99)04843-1
Keywords: Diffusions, exit times, variational principles
Received by editor(s): June 2, 1997
Received by editor(s) in revised form: November 24, 1997
Published electronically: April 15, 1999
Additional Notes: The second author was partially supported by a DSR grant from the University of South Florida.
Communicated by: Stanley Sawyer
Article copyright: © Copyright 1999 American Mathematical Society