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math.PR2020
Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms
Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao +1
Variational formulas for the Laplace transform of the exit time from an open set of a Hunt process generated by a regular lower bounded semi-Dirichlet form are established. While f…
math.PR2020★ 2 cited
Variational principles for the exit time of non-symmetric diffusions
Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao
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 monotoni…