Some examples of first exit times
Differential Geometry
2016-07-25 v2 Analysis of PDEs
Abstract
The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.
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Cite
@article{arxiv.1606.08335,
title = {Some examples of first exit times},
author = {Jesús Antonio Álvarez López and Alberto Candel},
journal= {arXiv preprint arXiv:1606.08335},
year = {2016}
}
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13 pages
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