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

DOI10.1016/J.JMAA.2020.124351MaRDI QIDQ2207652zbMATH OpenOpenAlexFDO

Authors Maher Boudabra, Greg Markowsky

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

Fourier seriesSkorokhod embeddingconformal mappingplanar Brownian motionsimply connected domains

Mathematics Subject Classification ID

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

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Cites work

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• A conformal Skorokhod embedding
• A note on invariance of the Cauchy and related distributions
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• Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion

Cited in

(5)

• scientific article; zbMATH DE number 3982213 (Why is no real title available?)
• On the finiteness of moments of the exit time of planar Brownian motion from comb domains
• Conformal Skorokhod embeddings and related extremal problems
• A conformal Skorokhod embedding
• Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion

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