The first exit time of planar Brownian motion from the interior of a parabola

From MaRDI portal
Publication:1872209

DOI10.1214/aop/1008956696zbMath1013.60060OpenAlexW1490718427MaRDI QIDQ1872209

Rodrigo Bañuelos, Robert G. Smits, Richard Dante DeBlassie

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1008956696




Related Items

Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimensionRecovering a distribution from its translated fractional momentsIterated Brownian motion in bounded domains in \(\mathbb {R}^n\)Brownian motion in self-similar domainsSymmetric stable processes in parabola–shaped regionsBrownian motion in twisted domainsSome Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying BoundaryThe influence of a power law drift on the exit time of Brownian motion from a half-lineThe first exit time of fractional Brownian motion from the minimum and maximum parabolic domainsThe first exit time of a Brownian motion from an unbounded convex domainIn Memory of Wenbo V. Li’s ContributionsThe expected time to end the tug-of-war in a wedgeOn Brownian exit times from perturbed multi-stripsBrownian motion with a horizontal Bessel drift in a parabolic-type domainReflecting random walks in curvilinear wedgesOn mean exit time from a curvilinear domainThe Martin kernel for unbounded domainsSharp integrability for Brownian motion in parabola-shaped regionsLifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$Iterated Brownian motion in parabola-shaped domainsOn the conditional expectation of the first exit time of Brownian motionLaplace Dirichlet heat kernels in convex domainsThe First Exit Time of Fractional Brownian Motion from a Parabolic DomainRatio limit theorem for parabolic horn-shaped domainsAN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTIONThe exit distribution for iterated Brownian motion in conesSubexponential behaviour of the Dirichlet heat kernel



Cites Work