Add to ORKGThe theory of Brownian motion allows probabilistic interpretatiosn of solutions to sec-ond order differential equations. One such example is the folloging. If D is a regular domain on a manifold M with laplace operator ∆ then a solution to the differential equatio
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
28 pagesInternational audienceLet $N$ be a positive integer. We consider pseudo-Brownian motion $X=(...
The signature of a path provides a top down description of the path in terms of its effects as a con...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
The purpose of this article is to compute the expected first exit times of Brownian motion from a va...
The integrability and the tail distribution of the first exit time from unbounded domain of Brownian...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
In this note, we explore applications of a known lemma which relates the expected exit time of Brown...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
Using the first exit time for Brownian motion from a smoothly bounded domain in Euclidean space, we ...
Part of the Applied Mathematics Commons, Applied Statistics Commons, and the Mathematic
AbstractWe study the exit problem of solutions of the stochastic differential equation dXtε=−U′(Xtε)...
We give upper bounds on the principal Dirichlet eigenvalue associated to a smoothly bounded domain i...
We obtain a formula for the distribution of the first exit time of Brownian motion from a fundamenta...
This work is a study of the relationship between Brownian motion and elementary, linear partial diff...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
28 pagesInternational audienceLet $N$ be a positive integer. We consider pseudo-Brownian motion $X=(...
The signature of a path provides a top down description of the path in terms of its effects as a con...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
The purpose of this article is to compute the expected first exit times of Brownian motion from a va...
The integrability and the tail distribution of the first exit time from unbounded domain of Brownian...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
In this note, we explore applications of a known lemma which relates the expected exit time of Brown...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
Using the first exit time for Brownian motion from a smoothly bounded domain in Euclidean space, we ...
Part of the Applied Mathematics Commons, Applied Statistics Commons, and the Mathematic
AbstractWe study the exit problem of solutions of the stochastic differential equation dXtε=−U′(Xtε)...
We give upper bounds on the principal Dirichlet eigenvalue associated to a smoothly bounded domain i...
We obtain a formula for the distribution of the first exit time of Brownian motion from a fundamenta...
This work is a study of the relationship between Brownian motion and elementary, linear partial diff...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
28 pagesInternational audienceLet $N$ be a positive integer. We consider pseudo-Brownian motion $X=(...
The signature of a path provides a top down description of the path in terms of its effects as a con...