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Physical Sciences and Mathematics Commons

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Applied Statistics

1997

Brownian motion

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Full-Text Articles in Physical Sciences and Mathematics

Hypersurfaces In R-D And The Variance Of Exit Times For Brownian Motion, Kimberly Kinateder, Patrick Mcdonald Aug 1997

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.