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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826 (e) ISSN 0002-9939 (p)
     

Hypersurfaces in $\mathbb {R}^{d}$ and the variance of exit times for Brownian motion

Author(s): Kimberly K. J. Kinateder; Patrick McDonald
Journal: Proc. Amer. Math. Soc. 125 (1997), 2453-2462.
MSC (1991): Primary 60J65, 58G32
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Abstract | References | Similar articles | Additional information

Abstract: Using the first exit time for Brownian motion from a smoothly bounded domain in Euclidean space, we define two natural functionals on the space of embedded, compact, oriented, unparametrized hypersurfaces in Euclidean space. We develop explicit formulas for the first variation of each of the functionals and characterize the critical points.


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Additional Information:

Kimberly K. J. Kinateder
Affiliation: Department of Mathematics and Statistics, Wright State University, Dayton, Ohio 45435-0001
Email: kjk@euler.wright.edu

Patrick McDonald
Affiliation: Department of Mathematics, University of South Florida, Sarasota, Florida

DOI: 10.1090/S0002-9939-97-03925-7
PII: S 0002-9939(97)03925-7
Keywords: Brownian motion, exit times, variance, variational calculus, free boundary problems
Received by editor(s): December 2, 1995
Received by editor(s) in revised form: March 5, 1996
Communicated by: Stanley Sawyer
Copyright of article: Copyright 1997, American Mathematical Society


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