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Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem
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  • Published: 03 March 2004

Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem

  • Rodrigo Banuelos1,
  • Michael Pang2 &
  • Mihai Pascu3 

Probability Theory and Related Fields volume 130, pages 56–68 (2004)Cite this article

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  • 15 Citations

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Abstract.

We investigate the ‘‘hot–spots’’ property for the survival time probability of Brownian motion with killing and reflection in planar convex domains whose boundary consists of two curves, one of which is an arc of a circle, intersecting at acute angles. This leads to the ‘‘hot–spots’’ property for the mixed Dirichlet–Neumann eigenvalue problem in the domain with Neumann conditions on one of the curves and Dirichlet conditions on the other.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Purdue University, West Lafayette, IN 47906

    Rodrigo Banuelos

  2. Department of Mathematics, University of Missouri, Columbia, MO 65211

    Michael Pang

  3. Department of Mathematics, Purdue University, West Lafayette, IN 47906

    Mihai Pascu

Authors
  1. Rodrigo Banuelos
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  2. Michael Pang
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  3. Mihai Pascu
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Additional information

Supported in part by NSF Grant # 9700585-DMS

Supported in part by NSF Grant # 0203961-DMS

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Banuelos, R., Pang, M. & Pascu, M. Brownian motion with killing and reflection and the ‘‘hot–spots’’ problem. Probab. Theory Relat. Fields 130, 56–68 (2004). https://doi.org/10.1007/s00440-003-0323-x

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  • Received: 03 July 2003

  • Revised: 03 November 2003

  • Published: 03 March 2004

  • Issue Date: September 2004

  • DOI: https://doi.org/10.1007/s00440-003-0323-x

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Keywords

  • Reflection
  • Survival Time
  • Brownian Motion
  • Eigenvalue Problem
  • Acute Angle
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