{
  "id": "2006.16446",
  "version": "v1",
  "published": "2020-06-30T00:48:07.000Z",
  "updated": "2020-06-30T00:48:07.000Z",
  "title": "Variational Principles for the Exit Time of Non-symmetric Diffusions",
  "authors": [
    "Lu-Jing Huang",
    "Kyung-Youn Kim",
    "Yong-Hua Mao"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-06-30T00:48:07.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60G40"
    ],
    "keywords": [
      "exit time",
      "non-symmetric diffusions",
      "variational principles",
      "comparison theorems"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}