A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem

DOI10.1016/j.jmaa.2020.124351zbMath1471.60127OpenAlexW3041466061MaRDI QIDQ2207652

Greg Markowsky, Maher Boudabra

Publication date: 23 October 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124351

zbMATH Keywords

conformal mappingFourier seriesplanar Brownian motionSkorokhod embeddingsimply connected domains

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Brownian motion (60J65) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Heat equation (35K05) Hardy spaces (30H10)

Related Items (1)

On the finiteness of moments of the exit time of planar Brownian motion from comb domains

Cites Work

• Conformal Skorokhod embeddings and related extremal problems
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion
• A conformal Skorokhod embedding
• A note on invariance of the Cauchy and related distributions
• Pointwise convergence of Fourier series
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