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arXiv:2011.04334 [math.PR]AbstractReferencesReviewsResources

Variational principles of the exit time for Hunt processes generated by semi-Dirihclet forms

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

Published 2020-11-09Version 1

We give the variational principles of the exit time from an open set of the Hunt process generated by a regular lower bounded semi-Dirichlet form. For symmetric Markov processes, variational formulas for exponential moments of exit time are also presented. As applications, we provide some comparison theorems and quantitative relations of the exponential moments and Poincar\'e inequalities.

Categories: math.PR
Subjects: 60J46, 60J45, 60J25
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