Sticky couplings of multidimensional diffusions with different drifts
نویسندگان
چکیده
منابع مشابه
Exit times of Diffusions with Incompressible Drifts
Abstract. Let Ω ⊂ R be a bounded domain and for x ∈ Ω let τ(x) be the expected exit time from Ω of a diffusing particle starting at x and advected by an incompressible flow u. We are interested in the question which flows maximize ‖τ‖L∞(Ω), that is, they are most efficient in the creation of hotspots inside Ω. Surprisingly, among all simply connected domains in two dimensions, the discs are the...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2019
ISSN: 0246-0203
DOI: 10.1214/18-aihp951