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

DOI10.5186/AASFM.2021.4634zbMATH Open1472.60139arXiv2101.06895OpenAlexW3173152589MaRDI QIDQ4958538FDOQ4958538

Authors: Maher Boudabra, Greg Markowsky 

Publication date: 14 September 2021

Published in: Annales Fennici Mathematici (Search for Journal in Brave)

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 $p$-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 $p$-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 $p$-th moment for all $pgeq1/2$.

Full work available at URL: https://arxiv.org/abs/2101.06895

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zbMATH Keywords

exit timeplanar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Miscellaneous topics of analysis in the complex plane (30E99)

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Cited In (8)

• The range of Hardy numbers for comb domains
• A conformal Skorokhod embedding
• On the expected exit time of planar Brownian motion from simply connected domains
• On the Hardy number of comb domains
• The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
• Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
• On the exit distribution of partially reflected Brownian motion in planar domains
• On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains

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