Domain functionals and exit times for Brownian motion
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- by Chaocheng Huang and David Miller PDF
- Proc. Amer. Math. Soc. 130 (2002), 825-831 Request permission
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. We establish the variational formulas for maximizing the functionals over $C^{k}$ domains with a volume constraint, and characterize the stationary points and maximizers.References
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Additional Information
- Chaocheng Huang
- Affiliation: Department of Mathematics and Statistics, Wright State University, Dayton, Ohio 45435
- Email: chuang@math.wright.edu
- David Miller
- Affiliation: Department of Mathematics and Statistics, Wright State University, Dayton, Ohio 45435
- Email: dmiller@math.wright.edu
- Received by editor(s): May 24, 2000
- Received by editor(s) in revised form: September 15, 2000
- Published electronically: June 21, 2001
- Communicated by: Claudia M. Neuhauser
- © Copyright 2001 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 130 (2002), 825-831
- MSC (1991): Primary 65J65; Secondary 58G32, 49K20
- DOI: https://doi.org/10.1090/S0002-9939-01-06112-3
- MathSciNet review: 1866038