Variational principles for the exit time of non-symmetric diffusions
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
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| _version_ | 1866929222435471360 |
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| author | Huang, Lu-Jing Kim, Kyung-Youn Mao, Yong-Hua |
| author_facet | Huang, Lu-Jing Kim, Kyung-Youn Mao, Yong-Hua |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2006_16446 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Variational principles for the exit time of non-symmetric diffusions Huang, Lu-Jing Kim, Kyung-Youn Mao, Yong-Hua Probability 60J60, 60G40 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. |
| title | Variational principles for the exit time of non-symmetric diffusions |
| topic | Probability 60J60, 60G40 |
| url | https://arxiv.org/abs/2006.16446 |