English

Trapping planar Brownian motion in a non circular trap

Probability 2018-08-03 v3 Mathematical Physics math.MP

Abstract

Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap TT is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time tt is well approximated even at short times by the probability that Brownian motion hits a disk of radius rTr_T equal to the conformal radius of the trap TT.

Keywords

Cite

@article{arxiv.1610.09731,
  title  = {Trapping planar Brownian motion in a non circular trap},
  author = {Jeffrey Schenker},
  journal= {arXiv preprint arXiv:1610.09731},
  year   = {2018}
}

Comments

18 pages, Supported by NSF Award DMS-1411411; v.2 added reference to Collet et. al. and corrected typos

R2 v1 2026-06-22T16:36:58.557Z