Brownian Motion in Dire Straits (Q4917779)
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scientific article; zbMATH DE number 6160059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian Motion in Dire Straits |
scientific article; zbMATH DE number 6160059 |
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Brownian Motion in Dire Straits (English)
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2 May 2013
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Brownian motion
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first eigenvalue
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small hole
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diffusion
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narrow escape
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mean first passage time
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stochastic processes
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Laplace equation
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asymptotic analysis
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boundary layer
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conformal mapping
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mixed Dirichlet-Neumann boundary value problem
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