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SIAMMA
2010
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13 years 6 months ago
Exit Times of Diffusions with Incompressible Drift
Let Rn be a bounded domain and for x let (x) be the expected exit time from of a diffusing particle starting at x and advected by an incompressible flow u. We are interested i...
Gautam Iyer, Alexei Novikov, Lenya Ryzhik, Andrej ...