Maximizing the pth moment of the exit time of planar brownian motion from a given domain

DOI10.1017/jpr.2020.54zbMath1457.60125arXiv2001.08330OpenAlexW3107001732MaRDI QIDQ5139921

Maher Boudabra, Greg Markowsky

Publication date: 11 December 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.08330

zbMATH Keywords

exit timeplanar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains ⋮ On the duration of stays of Brownian motion in domains in Euclidean space

Uses Software

• Schwarz-Christoffel
• SC Toolbox

Cites Work

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• The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
• Brownian motion with killing and reflection and the ``hot-spots problem
• Maximum principles and their applications
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• On the ``hot spots conjecture of J. Rauch
• Brownian motion and the fundamental frequency of a drum
• Brascamp-Lieb-Luttinger inequalities for convex domains of finite inradius
• Solution of Dirichlet's problem for the equation \(\Delta u = -1\) in a convex region
• THE MAXIMAL EXPECTED LIFETIME OF BROWNIAN MOTION
• Scaling coupling of reflecting Brownian motions and the hot spots problem
• Schwarz-Christoffel Mapping
• Brownian Motion

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