1203.5142 (Mark W. Coffey)

Expected exit times of Brownian motion from planar domains: Complements
to a paper of Markowsky    [PDF]

Mark W. Coffey

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 wedge-shaped region exactly, subsuming an example of Markowsky. A number of other results are presented, including for a half disc, $n$-grams, and a variety of other regions.

View original: http://arxiv.org/abs/1203.5142