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arXiv · 2006.16446

Variational principles for the exit time of non-symmetric diffusions

Lu-Jing Huang·Kyung-Youn Kim·Yong-Hua Mao
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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.

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Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao. 2020-06-30. Variational principles for the exit time of non-symmetric diffusions. https://arxiv.org/abs/2006.16446

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