Sharp integrability for Brownian motion in parabola-shaped regions

DOI10.1016/J.JFA.2004.05.006zbMATH Open1061.60082arXivmath/0312037OpenAlexW2054277948MaRDI QIDQ705334FDOQ705334

Rodrigo Bañuelos, Tom Carroll

Publication date: 26 January 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We study the sharp order of integrability of the exit position of Brownian motion from the planar domains $$, $0<alpha<1$. Together with some simple good-$lambda$ type arguments, this implies the order of integrability for the exit time of these domains; a result first proved for $alpha=1/2$ by Ba~nuelos, DeBlassie and Smits cite{ba} and for general $alpha$ by Li cite{li}. A sharp version of this result is also proved in higher dimensions.

Full work available at URL: https://arxiv.org/abs/math/0312037

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zbMATH Keywords

Brownian motionharmonic measureconformal mapping

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• Some Theorems Concerning 2-Dimensional Brownian Motion
• The first exit time of planar Brownian motion from the interior of a parabola
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• The first exit time of a Brownian motion from an unbounded convex domain
• The first exit time of Brownian motion form a parabolic domain
• On normal and automorphic functions
• Estimates of harmonic measures
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• On Conformal Mapping of Infinite Strips
• Subexponential behaviour of the Dirichlet heat kernel
• Conformal mapping of parabola-shaped domains
• A problem of Burkholder and the existence of harmonic majorants of |x|^p in certain domains in R^d
• Brownian motion in twisted domains

Cited In (8)

• The Martin kernel for unbounded domains
• Symmetric stable processes in parabola–shaped regions
• The exit distribution for iterated Brownian motion in cones
• Asymptotic behavior of positive harmonic functions in certain unbounded domains
• Reflecting random walks in curvilinear wedges
• Conformal mapping of parabola-shaped domains
• Brownian motion in a quasi-cone
• Brownian motion and harmonic measure in conic sections

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