Trapping planar Brownian motion in a non circular trap

被引：0
|
作者：
Schenker, Jeffrey [1 ]
机构：
[1] Michigan State Univ, Dept Math, 619 Red Cedar Rd, E Lansing, MI 48824 USA
来源：
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2018年 / 15卷 / 01期
基金：
美国国家科学基金会;
关键词：
Brownian motion; Green's function; Conformal radius; Hitting probabilities; HEAT;
D O I：
10.30757/ALEA.v15-10
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Brownian motion in the plane in the presence of a "trap" at which motion is stopped is studied. If the trap T is a connected compact set, it is shown that the probability for planar Brownian motion to hit this set before a given time t is well approximated even at short times by the probability that Brownian motion hits a disk of radius r(T), equal to the conformal radius of the trap T.
引用
收藏
页码：213 / 231
页数：19
相关论文
共 50 条
12345