On the time schedule of Brownian Flights
Probability
2010-05-31 v3 Mathematical Physics
math.MP
Abstract
We are interested on the statistics of the duration of Brownian diffusions started at distance \epsilon from a given boundary and stopped when they hit back the interface.
Cite
@article{arxiv.0906.4537,
title = {On the time schedule of Brownian Flights},
author = {Athanasios Batakis and Michel Zinsmeister},
journal= {arXiv preprint arXiv:0906.4537},
year = {2010}
}
Comments
9 pages