Maximizing the $p$-th moment of exit time of planar Brownian motion from a given domain

23 Jan 2020 Boudabra Maher Markowsky Greg

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 which makes use of a coupling argument and the conformal invariance of Brownian motion... (read more)

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Categories


  • PROBABILITY
  • COMPLEX VARIABLES