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Full-Text Articles in Mathematics
Domain Functionals And Exit Times For Brownian Motion, Chaocheng Huang, David Miller
Domain Functionals And Exit Times For Brownian Motion, Chaocheng Huang, David Miller
Mathematics and Statistics Faculty Publications
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.
Hypersurfaces In R-D And The Variance Of Exit Times For Brownian Motion, Kimberly Kinateder, Patrick Mcdonald
Hypersurfaces In R-D And The Variance Of Exit Times For Brownian Motion, Kimberly Kinateder, Patrick Mcdonald
Mathematics and Statistics Faculty Publications
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.