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Selected Works of Chao Cheng Huang
Article
Domain Functionals and Exit Times for Brownian Motion
Proceedings of the American Mathematical Society
  • Chaocheng Huang, Wright State University - Main Campus
  • David Miller, Wright State University - Main Campus
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Document Type
Article
Publication Date
1-1-2002
Disciplines
Abstract

Two domain functionals describing the averaged expectation of exit times and averaged variance of exit times of Brownian motion from a domain, respectively, are studied.

Comments

First published in Proceedings of the American Mathematical Society 130.3 (2002), published by the American Mathematical Society.

DOI
10.1090/S0002-9939-01-06112-3
Citation Information
Chaocheng Huang and David Miller. "Domain Functionals and Exit Times for Brownian Motion" Proceedings of the American Mathematical Society Vol. 130 Iss. 3 (2002) p. 825 - 831 ISSN: 0002-9939
Available at: http://works.bepress.com/chaocheng_huang/7/