Variational principles for the exit time of non-symmetric diffusions
Probability
2024-01-26 v2
Abstract
In this paper we develop some new variational principles for the exit time of non-symmetric diffusions from a domain. As applications, we give some comparison theorems and monotonicity law between different diffusions.
Keywords
Cite
@article{arxiv.2006.16446,
title = {Variational principles for the exit time of non-symmetric diffusions},
author = {Lu-Jing Huang and Kyung-Youn Kim and Yong-Hua Mao},
journal= {arXiv preprint arXiv:2006.16446},
year = {2024}
}
Comments
16 pages