Expected exit times of Brownian motion from planar domains: Complements to a paper of Markowsky

arXiv1203.5142MaRDI QIDQ6231806FDOQ6231806

Authors: Mark W. Coffey 

Publication date: 22 March 2012

Abstract: We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian motion from planar domains. Besides the use of conformal mapping, we apply results from potential theory. We treat the case of a wedge-shaped region exactly, subsuming an example of Markowsky. A number of other results are presented, including for a half disc, $n$-grams, and a variety of other regions.

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Conformal mappings of special domains (30C20)

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