Expected exit times of Brownian motion from planar domains: Complements\n to a paper of Markowsky

2012/03/22 by Mark W. Coffey, Coffey, Mark W. · 2 citations
Mathematics · #30C20 #35J05 #60J65 #FOS: Mathematics #FOS: Physical sciences #Mathematical Dynamics and Fractals #Mathematical Physics (math-ph) #Meromorphic and Entire Functions #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1203.5142

openalex publication_date 2012/03/22 · openalex created_date 2022/09/01 · openalex updated_date 2026/07/28

Abstract

We supplement a very recent paper of G. Markowsky concerned with the expected\nexit times of Brownian motion from planar domains. Besides the use of conformal\nmapping, we apply results from potential theory. We treat the case of a\nwedge-shaped region exactly, subsuming an example of Markowsky. A number of\nother results are presented, including for a half disc, n-grams, and a\nvariety of other regions.\n

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