On the finiteness of moments of the exit time of planar Brownian motion from comb domains
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Publication:4958538
Abstract: A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from such a domain has finite -th moment. This question has been addressed before in relation to starlike domains, but these previous results do not apply to comb domains. Our main result is a sufficient condition on the location of the slits which ensures that the -th moment of the exit time is finite. Several auxiliary results are also presented, including a construction of a comb domain whose exit time has infinite -th moment for all .
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Cited in
(8)- On the exit distribution of partially reflected Brownian motion in planar domains
- On the expected exit time of planar Brownian motion from simply connected domains
- Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
- The range of Hardy numbers for comb domains
- On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains
- A conformal Skorokhod embedding
- The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
- On the Hardy number of comb domains
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