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Brownian motion with killing and reflection and the "hot--spots" problem

Rodrigo Banuelos·Michael Pang·Mihai Pascu
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Abstract

We investigate the "hot--spots" property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the "hot--spots" property for the mixed Dirichlet--Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other

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Rodrigo Banuelos, Michael Pang, Mihai Pascu. 2004-07-16. Brownian motion with killing and reflection and the "hot--spots" problem. https://doi.org/10.1007/s00440-003-0323-x

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