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Daehong Kim

On spectral gaps and exit time distributions for a non-smooth domain

We obtain the asymptotics of exit time distributions of a one parameter family of diffusion processes on an arbitrary bounded domain of Rⁿ. As an important tool, we use the asymptotics of the spectral gap relative to the corresponding smallest conservative Dirichlet space.

Forum Mathematicum, Walter de Gruyter

Print ISSN: 0933-7741
Volume: 18, 07/2006
Pages: 571 - 583

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