Sharp integrability for Brownian motion in parabola-shaped regions

DOI10.1016/J.JFA.2004.05.006MaRDI QIDQ705334zbMATH OpenOpenAlexFDO

Authors Rodrigo Bañuelos, Tom Carroll

Publication date 26 January 2005

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

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

zbMATH Keywords

Brownian motionharmonic measureconformal mapping

Mathematics Subject Classification ID

Brownian motion (60J65)

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.

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Cites work

• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
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• scientific article; zbMATH DE number 48952 (Why is no real title available?)
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• On Conformal Mapping of Infinite Strips
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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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