|
Hypersurfaces in 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
Retrieve article in:
PDF
This article is available free of charge
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.
References:
- [AL]
- F. J. Almgren, Jr. and E. H. Lieb, Symmetric decreasing rearrangement is sometimes continuous, J. Am. Math. Soc. 2 (1989), 683-773. MR 90f:49038
- [B]
- C. Bandle, Isoperimetric Inequalities and Applications, Pitman Publishing Inc., Marshfield, Mass., 1980. MR 81e:35095
- [GS]
- P. R. Garabedian and M. Schiffer, Convexity of domain functionals, J. Anal. Math. 2 (1953), 281-368. MR 15:627a
- [GNN]
- B. Gidas, W.-M. Ni and L. Nirenberg, Symmetry and related properties via the maximum principle, Comm. Math. Phys. 68 (1979), 209-243. MR 80h:35043
- [FM]
- S. J. Fromm and P. McDonald, A symmetry problem from probability, Comm. PDE (submitted).
- [KM]
- K. K. J. Kinateder and P. McDonald, Brownian functionals on hypersurfaces in Euclidean space, Proc. Amer. Math. Soc. (to appear).
- [S]
- J. Serrin, A symmetry problem in potential theory, Arch. Rational Mech. Anal. 43 (1971), 304-318. MR 48:11545
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 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
|