Exit times of diffusions with incompressible drift

SIAM Journal on Mathematical Analysis

Volumn 42, Issue 6, 2010, Pages 2484-2498

  Iyer, Gautam ^a   Novikov, Alexei ^b   Ryzhik, Lenya ^c   Zlatoš, Andrej ^d  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

^c STANFORD UNIVERSITY   (United States)

^d UNIVERSITY OF CHICAGO   (United States)

Author keywords

Convection diffusion equation; Expected exit time

Indexed keywords

BOUNDED DOMAIN; CONNECTED DOMAINS; DIFFUSING PARTICLES; EXIT TIME; HOTSPOTS; TWO-DIMENSION; ZERO FLOW;

DIFFUSION IN LIQUIDS; HEAT CONVECTION; PARTIAL DIFFERENTIAL EQUATIONS;

INCOMPRESSIBLE FLOW;

EID: 79251503582     PISSN: 00361410     EISSN: None     Source Type: Journal    
DOI: 10.1137/090776895     Document Type: Article

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