Variational principles for the exit time of non-symmetric diffusions
Lu‐Jing Huang, Kyung-Youn Kim, Yong-Hua Mao · arXiv (Cornell University) · 2020
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 monotonicity law between different diffusions.