Some examples of first exit times

2016/06/27 by López, Jesús Antonio Álvarez, Candel, Alberto
#Analysis of PDEs (math.AP) #Differential Geometry (math.DG) #FOS: Mathematics

paper · doi:10.48550/arxiv.1606.08335

Abstract

The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.

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