相关论文: Integrability properties and limit theorems for th…

With the help of the Gauss-Laplace transform for the exit time from a cone of planar Brownian motion, we obtain some infinite divisibility properties for the reciprocal of this exit time.

We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion;…

This paper is the sequel to another with the same name (Buttigieg et al., Comput. Methods Funct. Theory, 2023), and is concerned with results of the same type. We deduce a result on the moments of the exit time of Brownian motion from…

We study the sharp order of integrability of the exit position of Brownian motion from the planar domains ${\cal P}_\alpha = \{(x,y)\in \bR\times \bR\colon x> 0, |y| < Ax^{\alpha}\}$, $0<\alpha<1$. Together with some simple good-$\lambda$…

We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian motion from planar domains. Besides the use of conformal mapping, we apply results from potential theory. We treat the case of a…

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

In this paper we address the question of finding the point which maximizes the $p$-th moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method of excluding parts of the domain from consideration…

In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic…

We study the distribution of the exit place of iterated Brownian motion in a cone, obtaining information about the chance of the exit place having large magnitude. Along the way, we determine the joint distribution of the exit time and exit…

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.

It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper,…

Some identities in law in terms of planar complex valued Ornstein-Uhlenbeck processes $(Z_{t}=X_{t}+iY_{t},t\geq0)$ including planar Brownian motion are established and shown to be equivalent to the well known Bougerol identity for linear…

We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…

This paper presents some results on the expected exit time of Brownian motion from simply connected domains in $\CC$. We indicate a way in which Brownian motion sees the identity function and the Koebe function as the smallest and largest…

We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. By conditioning the process is changed from barely recurrent to slightly transient. We obtain sharp results on the rate of…

We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.

The generalization of Bertrand's theorem to the case of the motion of point particle on the surface of a cone is presented. The superintegrability of such models is discussed. The additional integrals of motion are analyzed for the case of…

We investigate the tail distribution of the first exit time of Brownian motion with drift from a cone and find its exact asymptotics for a large class of cones. Our results show in particular that its exponential decreasing rate is a…

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from…

We study the first exit time of a multi-dimensional fractional Brownian motion from unbounded domains. In particular, we are interested in the upper tail of the corresponding distribution when the domain is parabola-shaped.