The exit time of planar Brownian motion and the Phragmén-Lindelöf principle

DOI10.1016/j.jmaa.2014.09.005zbMath1328.60189arXiv1306.3274OpenAlexW2963264067MaRDI QIDQ458352

Greg Markowsky

Publication date: 7 October 2014

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

Full work available at URL: https://arxiv.org/abs/1306.3274

zbMATH Keywords

Brownian motionanalytic functionsexit timesPhragmén-Lindelöf principleplanar domains

Mathematics Subject Classification ID

Brownian motion (60J65) Maximum principle, Schwarz's lemma, Lindelöf principle, analogues and generalizations; subordination (30C80)

Related Items (6)

Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion ⋮ Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian ⋮ A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion ⋮ On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains ⋮ Maximizing the pth moment of the exit time of planar brownian motion from a given domain ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains

Cites Work

• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• The Hardy class of a spiral-like function
• Classical potential theory and its probabilistic counterpart.
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