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Let X(t) be a positive recurrent diffusion process corresponding to an operator L on a domain D⊆Rd with oblique reflection at ∂D if D≠Rd. For each x∈D, we define a volume-preserving norm that depends on the diffusion matrix a(x). We calculate the asymptotic behavior as ε→0 of the expected hitting time of the ε-ball centered at x and of the principal eigenvalue for L in the exterior domain formed by deleting the ball, with the oblique derivative boundary condition at ∂D and the Dirichlet boundary condition on the boundary of the ball. This operator is non-self-adjoint in general. The behavior is described in terms of the invariant probability density at x and Det(a(x)). In the case of normally reflected Brownian motion, the results become isoperimetric-type equalities

Astroparticle Physics

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