Add to ORKGLet D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. For a class of diffusions, we develop variational principles which characterize the average of the moments of the exit time from D of a particle driven by Xt, where the average is taken overall starting points in D
Many problems in physics, biology, and economics depend upon the duration of time required for a dif...
International audienceIn order to approximate the exit time of a one-dimensional diffusion process, ...
A particular class of time-homogeneous diffusion processes defined over the interval I = [r, r2) is ...
Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. ...
The current article is devoted to the study of a mean-field system of particles. The question that w...
The main goal of the work is to study the limit behavior of optimal stopping and exit times for som...
AbstractFor an elliptic diffusion process, we prove that the exit time from an open set is in the fr...
The paper studies first exit times from domains for diffusion processes and their dependence on vari...
Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 61 (2003) 168) calcu...
We present formulae for the corner points of the multidimensional Hausdorff and Dale Polytopes and s...
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorith...
AbstractAsymptotic problems for classical dynamical systems, stochastic processes, and PDEs can lead...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical p...
Many problems in physics, biology, and economics depend upon the duration of time required for a dif...
International audienceIn order to approximate the exit time of a one-dimensional diffusion process, ...
A particular class of time-homogeneous diffusion processes defined over the interval I = [r, r2) is ...
Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. ...
The current article is devoted to the study of a mean-field system of particles. The question that w...
The main goal of the work is to study the limit behavior of optimal stopping and exit times for som...
AbstractFor an elliptic diffusion process, we prove that the exit time from an open set is in the fr...
The paper studies first exit times from domains for diffusion processes and their dependence on vari...
Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 61 (2003) 168) calcu...
We present formulae for the corner points of the multidimensional Hausdorff and Dale Polytopes and s...
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorith...
AbstractAsymptotic problems for classical dynamical systems, stochastic processes, and PDEs can lead...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical p...
Many problems in physics, biology, and economics depend upon the duration of time required for a dif...
International audienceIn order to approximate the exit time of a one-dimensional diffusion process, ...
A particular class of time-homogeneous diffusion processes defined over the interval I = [r, r2) is ...