On the duration of stays of Brownian motion in domains in Euclidean space
نویسندگان
چکیده
Let TD denote the first exit time of a Brownian motion from domain D in Rn. Given domains U,W⊆Rn containing origin, we investigate cases which are more likely to have fast exits U than W, meaning P(TUP(TWt)>P(TW>t) large. This result, applies only two dimensions, shows unit disk has lowest long stays amongst all Schlicht domains.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2022
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/22-ecp498