EVENT DETAILS AND ABSTRACT

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

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.