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arXiv:2006.16446 [math.PR]AbstractReferencesReviewsResources

Variational Principles for the Exit Time of Non-symmetric Diffusions

Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao

Published 2020-06-30Version 1

In this paper we develop some new variational principles for the exit time from a domain of non-symmetric diffusions in $\R^d$. As applications, we give some comparison theorems and monotonicity law between different diffusions.

Comments: 18 pages
Categories: math.PR
Subjects: 60J60, 60G40
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