Analysis and Probability Seminar

Title: Exit time, principal eigenvalue and small deviation probability
Speaker: Professor Wenbo Li
Speaker Info: University of Delaware
Brief Description:
Special Note:

Consider the first exit time $\tau_D$ of a smooth domain $D$ by d-dimensional Brownian motion or symmetric stable processes. When $D$ is unbounded, we provide an overview on the behavior of $P(\tau_D >t)$ as $t \to \infty$ and its various connections with principal eigenvalue and small deviation probability. The emphasis is on new ideas/tools and open problems.
Date: Monday, April 02, 2001
Time: 4:10pm
Where: Lunt 105
Contact Person: Prof. Elton P. Hsu
Contact email: elton@math.northwestern.edu
Contact Phone: 847-491-8541
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