English

Hitting probability for Reflected Brownian Motion at Small Target

Probability 2024-10-29 v4

Abstract

We derive the asymptotic behavior of hitting probability at small target of size O(ϵ)O(\epsilon) for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part, absorbing part and target. In this case the domain could be localized near the target and explicit computations are possible. The asymptotic behavior is only related to ϵ\epsilon up to some multiplicative constants that depends on the domain and boundary conditions.

Keywords

Cite

@article{arxiv.2402.00997,
  title  = {Hitting probability for Reflected Brownian Motion at Small Target},
  author = {Yuchen Fan},
  journal= {arXiv preprint arXiv:2402.00997},
  year   = {2024}
}

Comments

23 pages, 7 figures

R2 v1 2026-06-28T14:35:13.225Z