Sharp Integrability for Brownian Motion in Parabola-shaped Regions

2003/12/01 by Rodrigo Bañuelos, Rodrigo Banuelos, Tom Carroll +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #math.AP #math.PR

paper · pdf · doi:10.48550/arxiv.math/0312037

openalex publication_date 2003/12/01 · arxiv created 2004/07/16 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the sharp order of integrability of the exit position of Brownian motion from the planar domains \cal P_α= \(x,y)∈ \bR× \bR\colon x> 0, |y| < Ax^α\, 0

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• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion, II

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