On the time schedule of Brownian Flights

2009/06/24 by Athanasios Batakis, Batakis, Athanasios, Michel Zinsmeister +1
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math-ph #math.MP #math.PR

paper · pdf · doi:10.48550/arxiv.0906.4537

9 pages

openalex publication_date 2009/06/24 · arxiv created 2010/05/26 · arxiv updated 2010/05/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We are interested on the statistics of the duration of Brownian diffusions started at distance εfrom a given boundary and stopped when they hit back the interface.

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