Brownian Motion in Dire Straits (Q4917779)

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scientific article; zbMATH DE number 6160059
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    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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