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Exit Times, Moment Problems and Comparison Theorems

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Abstract

We establish comparison theorems involving exit time moments for Brownian motion and eigenvalues for the Dirichlet problem for domains in a complete Riemannian manifold. These theorems are closely related to isoperimetric properties of the ambient manifold.

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Correspondence to Patrick McDonald.

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McDonald, P. Exit Times, Moment Problems and Comparison Theorems. Potential Anal 38, 1365–1372 (2013). https://doi.org/10.1007/s11118-012-9318-5

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  • DOI: https://doi.org/10.1007/s11118-012-9318-5

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